+2,161.9%
TXT vs WSM
+38,954.9%
-36,793.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +13.3% | +5.1% | +8.3% | +12.0% |
| 3M | -5.0% | +5.1% | -10.1% | -6.2% |
| 6M | -8.4% | +48.6% | -57.0% | -16.9% |
| YTD | -4.0% | +44.2% | -48.2% | -12.6% |
| 1Y | +2.8% | +38.1% | -35.3% | -5.5% |
| 3Y | +10.3% | +257.2% | -246.9% | -22.4% |
| 5Y | +9.2% | +165.1% | -155.9% | -20.3% |
| 10Y | +89.6% | +1,123.6% | -1,034.0% | -9.1% |
| All | +2,161.9% | +38,954.9% | -36,793.1% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling