+534.2%
WCC vs TXT
+100.3%
+433.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.6% |
| 7D | +6.8% | +0.8% | +6.0% | +6.1% |
| 30D | -3.0% | -10.4% | +7.4% | +5.8% |
| 3M | +0.2% | -14.3% | +14.6% | +12.7% |
| 6M | +33.2% | -15.1% | +48.3% | +51.5% |
| YTD | +45.8% | -8.3% | +54.1% | +54.7% |
| 1Y | +68.4% | -0.7% | +69.1% | +67.2% |
| 3Y | +131.1% | +6.0% | +125.1% | +116.3% |
| 5Y | +225.6% | +12.5% | +213.1% | +191.5% |
| 10Y | +534.2% | +103.2% | +431.0% | +230.8% |
| All | +534.2% | +100.3% | +433.9% | +230.8% |
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