+113.2%
WDC vs TXG
+406.9%
-293.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.4% | -10.2% | -7.7% |
| 7D | -18.3% | -19.3% | +0.9% | -13.9% |
| 30D | -26.7% | -30.9% | +4.2% | -20.4% |
| 3M | -40.9% | +41.1% | -82.0% | -46.8% |
| 6M | -26.8% | +211.9% | -238.6% | -43.8% |
| YTD | +88.2% | +314.0% | -225.8% | +37.3% |
| 1Y | +113.2% | +405.4% | -292.2% | +49.8% |
| All | +113.2% | +406.9% | -293.7% | +49.8% |
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