+1,394.6%
WDC vs TXG
+41.0%
+1,353.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.5% | +0.5% |
| 7D | +7.5% | +9.1% | -1.7% | +5.5% |
| 30D | +10.1% | +14.9% | -4.8% | +6.6% |
| 3M | -6.8% | +120.0% | -126.8% | -21.1% |
| 6M | +84.1% | +221.8% | -137.7% | +44.5% |
| YTD | +180.3% | +312.6% | -132.3% | +109.5% |
| 1Y | +411.1% | +398.4% | +12.6% | +265.6% |
| All | +1,394.6% | +41.0% | +1,353.6% | +1,055.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling