+336.3%
WBD vs TXT
+123.1%
+213.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | -8.1% | +47.6% | +42.4% |
| 7D | +39.5% | -8.1% | +47.6% | +42.4% |
| 30D | +39.5% | -8.1% | +47.6% | +42.4% |
| 3M | +39.5% | -8.1% | +47.6% | +42.4% |
| 6M | +39.5% | -8.1% | +47.6% | +42.4% |
| YTD | +39.5% | -8.1% | +47.6% | +42.4% |
| 1Y | +63.0% | -12.7% | +75.7% | +69.4% |
| 3Y | +206.7% | +0.6% | +206.1% | +203.1% |
| 5Y | +18.4% | +7.9% | +10.5% | +14.3% |
| 10Y | +11.8% | +93.8% | -82.1% | -16.0% |
| All | +336.3% | +123.1% | +213.1% | +211.9% |
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