+84.6%
TXN vs WWD
+187.3%
-102.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +9.5% | +4.0% | +5.5% | +7.9% |
| 30D | +8.7% | +0.4% | +8.3% | +8.6% |
| 3M | +11.6% | -7.9% | +19.5% | +15.0% |
| 6M | +0.1% | -10.6% | +10.7% | +3.7% |
| YTD | +78.8% | +9.4% | +69.4% | +69.6% |
| 1Y | +91.2% | +25.7% | +65.5% | +70.4% |
| 3Y | +125.8% | +148.5% | -22.7% | +47.2% |
| All | +84.6% | +187.3% | -102.7% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling