+7,776.2%
WCN vs TXT
+197.0%
+7,579.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +23.9% | +13.3% | +10.6% | +20.7% |
| 3M | +17.4% | -5.0% | +22.4% | +18.3% |
| 6M | +28.0% | -8.4% | +36.4% | +29.6% |
| YTD | +11.6% | -4.0% | +15.5% | +11.4% |
| 1Y | +16.9% | +2.8% | +14.1% | +15.1% |
| 3Y | +51.6% | +10.3% | +41.3% | +45.3% |
| 5Y | +48.0% | +9.2% | +38.8% | +40.4% |
| 10Y | +322.6% | +89.6% | +233.0% | +238.8% |
| All | +7,776.2% | +197.0% | +7,579.2% | +4,072.1% |
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