+212.9%
WBD vs TXT
0.0%
+213.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | -8.1% | +47.6% | +42.9% |
| 7D | +39.5% | -8.1% | +47.6% | +42.9% |
| 30D | +39.5% | -8.1% | +47.6% | +42.9% |
| 3M | +39.5% | -8.1% | +47.6% | +42.9% |
| 6M | +39.5% | -8.1% | +47.6% | +42.9% |
| YTD | +39.5% | -8.1% | +47.6% | +42.9% |
| 1Y | +63.0% | -12.7% | +75.7% | +72.7% |
| All | +212.9% | 0.0% | +213.0% | +173.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling