+10.8%
TXT vs WETO
-99.4%
+110.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.4% | +7.7% | +2.3% |
| 7D | +2.5% | -4.3% | +6.8% | +2.5% |
| 30D | -8.9% | -39.9% | +31.0% | -8.6% |
| 3M | -13.6% | -97.9% | +84.3% | -11.6% |
| 6M | -13.1% | -95.0% | +81.9% | -12.6% |
| YTD | -7.0% | -97.2% | +90.1% | -5.8% |
| 1Y | -1.4% | -98.9% | +97.5% | +1.1% |
| All | +10.8% | -99.4% | +110.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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