+10.5%
WBD vs TXT
-1.7%
+12.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | -8.1% | +47.6% | +44.3% |
| 7D | +39.5% | -8.1% | +47.6% | +44.3% |
| 30D | +39.5% | -8.1% | +47.6% | +44.3% |
| 3M | +39.5% | -8.1% | +47.6% | +44.3% |
| 6M | +39.5% | -8.1% | +47.6% | +44.3% |
| YTD | +39.5% | -8.1% | +47.6% | +44.3% |
| 1Y | +63.0% | -12.7% | +75.7% | +74.6% |
| 3Y | +206.7% | +0.6% | +206.1% | +184.9% |
| All | +10.5% | -1.7% | +12.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling