+366.0%
WDC vs TXG
+453.6%
-87.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.8% |
| 7D | -4.3% | +9.5% | -13.8% | -6.5% |
| 30D | -1.5% | +18.8% | -20.3% | -6.2% |
| 3M | -15.5% | +136.1% | -151.6% | -33.1% |
| 6M | +66.5% | +235.2% | -168.8% | +21.8% |
| YTD | +159.9% | +320.5% | -160.7% | +80.4% |
| 1Y | +366.0% | +425.2% | -59.2% | +207.2% |
| All | +366.0% | +453.6% | -87.6% | +207.2% |
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