+1,713.7%
WCC vs TXT
+117.6%
+1,596.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.1% |
| 7D | +4.5% | -4.8% | +9.3% | +7.1% |
| 30D | -5.8% | -10.6% | +4.8% | -0.2% |
| 3M | -3.7% | -13.2% | +9.5% | +3.4% |
| 6M | +23.1% | -20.3% | +43.4% | +38.9% |
| YTD | +44.2% | -9.3% | +53.4% | +51.4% |
| 1Y | +62.1% | -2.7% | +64.8% | +64.1% |
| 3Y | +121.1% | +1.4% | +119.7% | +120.5% |
| 5Y | +214.0% | +9.6% | +204.4% | +205.8% |
| 10Y | +472.8% | +94.9% | +377.9% | +325.1% |
| All | +1,713.7% | +117.6% | +1,596.2% | +726.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling