+431.8%
WCC vs TXT
+103.6%
+328.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.3% |
| 7D | -9.9% | -1.1% | -8.9% | -8.9% |
| 30D | -13.4% | +17.1% | -30.5% | -24.0% |
| 3M | -13.5% | -2.6% | -10.8% | -12.1% |
| 6M | -10.6% | -4.6% | -6.0% | -8.2% |
| YTD | +30.1% | -0.3% | +30.4% | +28.6% |
| 1Y | +22.3% | +5.9% | +16.4% | +15.0% |
| 3Y | +130.3% | +14.4% | +115.9% | +102.0% |
| 5Y | +144.5% | +15.9% | +128.6% | +112.6% |
| 10Y | +431.8% | +99.6% | +332.3% | +175.5% |
| All | +431.8% | +103.6% | +328.2% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling