+68.4%
WCC vs TXT
-3.0%
+71.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.6% |
| 7D | +6.8% | +0.8% | +6.0% | +6.2% |
| 30D | -3.0% | -10.4% | +7.4% | +4.9% |
| 3M | +0.2% | -14.3% | +14.6% | +11.4% |
| 6M | +33.2% | -15.1% | +48.3% | +47.6% |
| YTD | +45.8% | -8.3% | +54.1% | +52.1% |
| 1Y | +68.4% | -0.7% | +69.1% | +65.0% |
| All | +68.4% | -3.0% | +71.4% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling