+298.2%
WBD vs TXT
+132.9%
+165.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.8% | -4.8% | +3.0% | -0.1% |
| 30D | +8.8% | -10.6% | +19.4% | +13.2% |
| 3M | +4.6% | -13.2% | +17.8% | +9.4% |
| 6M | +1.1% | -20.3% | +21.4% | +8.6% |
| YTD | -2.0% | -9.3% | +7.3% | +0.1% |
| 1Y | +140.0% | -2.7% | +142.7% | +138.6% |
| 3Y | +144.4% | +1.4% | +143.0% | +139.4% |
| 5Y | -0.2% | +9.6% | -9.8% | -4.7% |
| 10Y | +9.1% | +94.9% | -85.8% | -18.7% |
| All | +298.2% | +132.9% | +165.3% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling