+417.7%
WCC vs TXT
+89.4%
+328.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.0% |
| 7D | +9.9% | +0.1% | +9.8% | +9.9% |
| 30D | -8.4% | +13.3% | -21.8% | -17.6% |
| 3M | -10.3% | -5.0% | -5.4% | -7.2% |
| 6M | -10.5% | -8.4% | -2.1% | -5.0% |
| YTD | +32.2% | -4.0% | +36.1% | +34.5% |
| 1Y | +25.5% | +2.8% | +22.7% | +20.8% |
| 3Y | +134.7% | +10.3% | +124.4% | +111.9% |
| 5Y | +139.9% | +9.2% | +130.8% | +118.6% |
| All | +417.7% | +89.4% | +328.3% | +181.9% |
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 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