+889.3%
WDC vs TXG
+16.0%
+873.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.1% |
| 7D | +1.7% | +1.8% | -0.1% | +1.3% |
| 30D | -10.0% | +32.0% | -42.0% | -16.0% |
| 3M | -18.8% | +87.0% | -105.8% | -29.7% |
| 6M | +79.0% | +180.1% | -101.0% | +40.9% |
| YTD | +171.6% | +284.1% | -112.6% | +98.9% |
| 1Y | +417.4% | +361.7% | +55.7% | +259.5% |
| 3Y | +1,251.8% | +15.9% | +1,235.9% | +1,058.4% |
| 5Y | +911.7% | -66.2% | +977.9% | +917.8% |
| All | +889.3% | +16.0% | +873.2% | +618.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling