+4.2%
WBD vs TXT
+13.4%
-9.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | -1.7% | +0.8% | -2.5% | -2.2% |
| 30D | +3.9% | -10.4% | +14.3% | +10.9% |
| 3M | +5.1% | -14.3% | +19.4% | +14.2% |
| 6M | +0.6% | -15.1% | +15.7% | +9.0% |
| YTD | -3.2% | -8.3% | +5.2% | -1.5% |
| 1Y | +127.7% | -0.7% | +128.4% | +117.7% |
| 3Y | +146.6% | +6.0% | +140.6% | +115.9% |
| 5Y | +4.2% | +12.5% | -8.3% | -13.7% |
| All | +4.2% | +13.4% | -9.2% | -13.7% |
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