-0.7%
TXT vs WSM
+14.1%
-14.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +0.8% | +2.6% | -1.8% | +0.1% |
| 30D | -10.4% | -9.3% | -1.1% | -8.1% |
| 3M | -14.3% | +7.1% | -21.4% | -16.0% |
| 6M | -15.1% | +21.7% | -36.8% | -19.8% |
| YTD | -8.3% | +28.7% | -37.0% | -14.7% |
| 1Y | -0.7% | +13.9% | -14.6% | -5.4% |
| All | -0.7% | +14.1% | -14.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling