+1,412.6%
WCC vs TXT
+129.9%
+1,282.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.2% |
| 7D | -14.7% | -2.5% | -12.2% | -13.5% |
| 30D | -20.1% | +14.4% | -34.5% | -25.7% |
| 3M | -21.2% | -4.9% | -16.2% | -19.3% |
| 6M | -19.2% | -10.2% | -8.9% | -14.8% |
| YTD | +20.2% | -4.1% | +24.3% | +22.4% |
| 1Y | +14.5% | +4.0% | +10.5% | +11.7% |
| 3Y | +115.1% | +8.0% | +107.2% | +107.2% |
| 5Y | +121.5% | +8.4% | +113.1% | +115.9% |
| 10Y | +468.1% | +116.6% | +351.5% | +300.1% |
| All | +1,412.6% | +129.9% | +1,282.7% | +568.5% |
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