+957.1%
WDC vs TXG
-64.0%
+1,021.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -4.1% |
| 7D | +4.4% | +5.0% | -0.6% | +3.3% |
| 30D | +5.3% | +13.5% | -8.2% | +2.0% |
| 3M | -5.9% | +128.0% | -134.0% | -22.1% |
| 6M | +73.2% | +224.4% | -151.2% | +32.1% |
| YTD | +167.8% | +307.0% | -139.1% | +93.6% |
| 1Y | +386.0% | +427.2% | -41.3% | +228.7% |
| 3Y | +1,309.7% | +40.2% | +1,269.5% | +1,055.2% |
| 5Y | +957.1% | -64.0% | +1,021.1% | +844.0% |
| All | +957.1% | -64.0% | +1,021.1% | +844.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling