+18.8%
TXG vs WWD
+231.5%
-212.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +1.8% | +1.3% | +0.5% | +1.3% |
| 30D | +32.0% | -7.2% | +39.2% | +35.3% |
| 3M | +87.0% | -3.8% | +90.9% | +88.5% |
| 6M | +180.1% | -9.9% | +190.0% | +189.0% |
| YTD | +284.1% | +14.8% | +269.3% | +259.3% |
| 1Y | +361.7% | +42.1% | +319.6% | +295.1% |
| 3Y | +15.9% | +170.8% | -154.9% | -22.4% |
| 5Y | -66.2% | +197.5% | -263.7% | -78.6% |
| All | +18.8% | +231.5% | -212.8% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling