+70.1%
TXN vs WWD
+164.0%
-94.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | +2.0% | -2.9% | +4.8% | +3.0% |
| 30D | -8.0% | -6.6% | -1.4% | -5.7% |
| 3M | -7.8% | -9.3% | +1.6% | -5.0% |
| 6M | +32.4% | -13.6% | +46.0% | +38.1% |
| YTD | +51.7% | +10.4% | +41.3% | +43.7% |
| 1Y | +44.3% | +39.9% | +4.4% | +22.9% |
| All | +70.1% | +164.0% | -94.0% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling