+71.9%
TXN vs WCC
+129.2%
-57.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +2.7% | +6.8% | -4.1% | 0.0% |
| 30D | -6.7% | -3.0% | -3.7% | -5.7% |
| 3M | -8.9% | +0.2% | -9.1% | -9.3% |
| 6M | +34.7% | +33.2% | +1.5% | +20.5% |
| YTD | +53.3% | +45.8% | +7.5% | +32.0% |
| 1Y | +45.0% | +68.4% | -23.3% | +17.8% |
| All | +71.9% | +129.2% | -57.4% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling