+2,037.5%
TXT vs WSM
+34,755.7%
-32,718.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.9% |
| 7D | -4.8% | -3.3% | -1.5% | -4.0% |
| 30D | -10.6% | -8.4% | -2.2% | -8.8% |
| 3M | -13.2% | +9.7% | -22.8% | -15.2% |
| 6M | -20.3% | +16.7% | -37.0% | -23.5% |
| YTD | -9.3% | +28.7% | -37.9% | -15.0% |
| 1Y | -2.7% | +13.7% | -16.3% | -6.4% |
| 3Y | +1.4% | +230.1% | -228.7% | -27.4% |
| 5Y | +9.6% | +179.0% | -169.4% | -20.9% |
| 10Y | +94.9% | +1,002.5% | -907.6% | -4.1% |
| All | +2,037.5% | +34,755.7% | -32,718.2% | +499.1% |
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