+957.1%
WDC vs TXN
+57.5%
+899.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -3.6% |
| 7D | +4.4% | +2.0% | +2.5% | +3.0% |
| 30D | +5.3% | -8.0% | +13.3% | +12.2% |
| 3M | -5.9% | -7.8% | +1.8% | +1.9% |
| 6M | +73.2% | +32.4% | +40.8% | +43.7% |
| YTD | +167.8% | +51.7% | +116.2% | +104.6% |
| 1Y | +386.0% | +44.3% | +341.7% | +280.0% |
| 3Y | +1,309.7% | +71.3% | +1,238.4% | +798.6% |
| 5Y | +957.1% | +56.4% | +900.7% | +599.0% |
| All | +957.1% | +57.5% | +899.6% | +599.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling