+419.8%
TXN vs WWD
+498.2%
-78.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.5% | +3.3% |
| 7D | +4.0% | -2.6% | +6.6% | +5.0% |
| 30D | -2.9% | -6.9% | +4.1% | -0.3% |
| 3M | -9.1% | -13.0% | +4.0% | -4.8% |
| 6M | +36.6% | -12.5% | +49.1% | +42.1% |
| YTD | +57.5% | +11.8% | +45.6% | +48.9% |
| 1Y | +49.5% | +41.1% | +8.5% | +28.8% |
| 3Y | +76.5% | +163.1% | -86.5% | +18.5% |
| 5Y | +62.4% | +187.6% | -125.2% | +3.2% |
| All | +419.8% | +498.2% | -78.4% | +151.6% |
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