+231.6%
WCC vs TXT
+12.6%
+219.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.0% |
| 7D | +8.5% | -0.2% | +8.7% | +8.7% |
| 30D | -1.0% | -11.1% | +10.1% | +9.5% |
| 3M | +2.1% | -13.0% | +15.1% | +14.3% |
| 6M | +36.8% | -16.2% | +53.0% | +58.9% |
| YTD | +47.7% | -8.7% | +56.4% | +57.5% |
| 1Y | +66.5% | -3.8% | +70.3% | +68.9% |
| 3Y | +134.2% | +5.5% | +128.6% | +113.9% |
| 5Y | +231.6% | +12.3% | +219.3% | +181.2% |
| All | +231.6% | +12.6% | +219.0% | +181.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling