+238.5%
WCN vs TXT
+100.3%
+138.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -1.7% | +0.8% | -2.6% | -1.9% |
| 30D | -3.0% | -10.4% | +7.4% | -0.8% |
| 3M | +2.5% | -14.3% | +16.9% | +5.5% |
| 6M | -5.7% | -15.1% | +9.4% | -3.0% |
| YTD | -7.4% | -8.3% | +0.9% | -6.6% |
| 1Y | -8.6% | -0.7% | -7.9% | -9.4% |
| 3Y | +19.4% | +6.0% | +13.4% | +14.8% |
| 5Y | +27.2% | +12.5% | +14.7% | +18.8% |
| 10Y | +238.5% | +103.2% | +135.3% | +156.4% |
| All | +238.5% | +100.3% | +138.2% | +156.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling