+419.8%
TXN vs WCC
+541.6%
-121.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +2.6% |
| 7D | +4.0% | +1.5% | +2.4% | +3.4% |
| 30D | -2.9% | -2.1% | -0.7% | -2.2% |
| 3M | -9.1% | +3.8% | -12.9% | -10.4% |
| 6M | +36.6% | +35.0% | +1.7% | +23.4% |
| YTD | +57.5% | +46.4% | +11.1% | +38.1% |
| 1Y | +49.5% | +63.0% | -13.5% | +26.1% |
| 3Y | +76.5% | +133.9% | -57.4% | +26.8% |
| 5Y | +62.4% | +226.5% | -164.1% | +0.8% |
| All | +419.8% | +541.6% | -121.8% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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