+6,581.2%
WCN vs TXT
+180.7%
+6,400.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.6% | -4.8% | +4.1% | +0.3% |
| 30D | +0.4% | -10.6% | +11.1% | +2.7% |
| 3M | +7.3% | -13.2% | +20.5% | +10.0% |
| 6M | -2.5% | -20.3% | +17.8% | +1.5% |
| YTD | -5.4% | -9.3% | +3.9% | -4.2% |
| 1Y | -8.5% | -2.7% | -5.8% | -8.8% |
| 3Y | +20.8% | +1.4% | +19.4% | +17.9% |
| 5Y | +30.0% | +9.6% | +20.5% | +23.4% |
| 10Y | +238.4% | +94.9% | +143.5% | +170.1% |
| All | +6,581.2% | +180.7% | +6,400.5% | +3,486.0% |
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