+122.5%
WCC vs TXT
+7.8%
+114.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.9% |
| 7D | -14.7% | -2.5% | -12.2% | -12.8% |
| 30D | -20.1% | +14.4% | -34.5% | -29.2% |
| 3M | -21.2% | -4.9% | -16.2% | -18.2% |
| 6M | -19.2% | -10.2% | -8.9% | -12.3% |
| YTD | +20.2% | -4.1% | +24.3% | +22.2% |
| 1Y | +14.5% | +4.0% | +10.5% | +8.0% |
| 3Y | +115.1% | +8.0% | +107.2% | +92.1% |
| All | +122.5% | +7.8% | +114.8% | +91.1% |
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