+417.4%
WDC vs TXG
+372.5%
+44.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.1% |
| 7D | +1.7% | +1.8% | -0.1% | +1.2% |
| 30D | -10.0% | +32.0% | -42.0% | -17.3% |
| 3M | -18.8% | +87.0% | -105.8% | -31.8% |
| 6M | +79.0% | +180.1% | -101.0% | +37.1% |
| YTD | +171.6% | +284.1% | -112.6% | +94.3% |
| 1Y | +417.4% | +361.7% | +55.7% | +257.9% |
| All | +417.4% | +372.5% | +44.9% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling