+11.4%
WBD vs TXT
+107.7%
-96.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.7% |
| 7D | -0.7% | +2.5% | -3.2% | -2.0% |
| 30D | +1.4% | -8.9% | +10.3% | +6.1% |
| 3M | +4.4% | -13.6% | +18.0% | +11.2% |
| 6M | +0.8% | -13.1% | +13.9% | +6.5% |
| YTD | -2.7% | -7.0% | +4.3% | -1.5% |
| 1Y | +73.4% | -1.4% | +74.8% | +69.6% |
| 3Y | +142.1% | +7.0% | +135.2% | +125.4% |
| 5Y | +7.2% | +15.4% | -8.2% | -4.3% |
| All | +11.4% | +107.7% | -96.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling