+10.3%
TXG vs WWD
+215.9%
-205.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -1.8% | +4.0% | -5.8% | -3.2% |
| 30D | -20.4% | +0.4% | -20.8% | -20.3% |
| 3M | +0.1% | -7.9% | +8.0% | +3.2% |
| 6M | +176.2% | -10.6% | +186.8% | +186.6% |
| YTD | +256.8% | +9.4% | +247.4% | +240.4% |
| 1Y | +255.9% | +25.7% | +230.2% | +219.1% |
| 3Y | +60.2% | +148.5% | -88.3% | +10.8% |
| 5Y | -65.1% | +189.5% | -254.6% | -77.5% |
| All | +10.3% | +215.9% | -205.6% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling