+1,328.4%
WDC vs TXN
+69.4%
+1,259.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -3.7% |
| 7D | +4.4% | +2.0% | +2.5% | +3.1% |
| 30D | +5.3% | -8.0% | +13.3% | +11.7% |
| 3M | -5.9% | -7.8% | +1.8% | +1.6% |
| 6M | +73.2% | +32.4% | +40.8% | +49.1% |
| YTD | +167.8% | +51.7% | +116.2% | +116.1% |
| 1Y | +386.0% | +44.3% | +341.7% | +300.1% |
| All | +1,328.4% | +69.4% | +1,259.1% | +1,012.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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