+318.8%
WCN vs TXT
+98.8%
+220.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +25.3% | +13.4% | +11.9% | +22.0% |
| 3M | +15.4% | -2.5% | +18.0% | +15.8% |
| 6M | +27.8% | -6.2% | +34.0% | +28.8% |
| YTD | +10.6% | -1.3% | +11.9% | +9.7% |
| 1Y | +15.8% | +4.3% | +11.5% | +13.5% |
| 3Y | +50.3% | +13.2% | +37.0% | +42.4% |
| 5Y | +46.9% | +12.4% | +34.6% | +37.3% |
| 10Y | +318.8% | +94.8% | +224.0% | +223.6% |
| All | +318.8% | +98.8% | +220.0% | +223.6% |
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