+70.1%
TXN vs WCN
+18.2%
+51.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.8% |
| 7D | +2.0% | -4.4% | +6.4% | +2.8% |
| 30D | -8.0% | -4.4% | -3.5% | -7.2% |
| 3M | -7.8% | +0.5% | -8.2% | -8.6% |
| 6M | +32.4% | -3.3% | +35.7% | +32.4% |
| YTD | +51.7% | -8.5% | +60.2% | +53.8% |
| 1Y | +44.3% | -8.9% | +53.2% | +46.4% |
| All | +70.1% | +18.2% | +51.9% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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