+1,309.1%
WDC vs TXT
+100.3%
+1,208.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +7.5% | +0.8% | +6.7% | +6.9% |
| 30D | +10.1% | -10.4% | +20.5% | +17.9% |
| 3M | -6.8% | -14.3% | +7.5% | +2.2% |
| 6M | +84.1% | -15.1% | +99.2% | +103.2% |
| YTD | +180.3% | -8.3% | +188.6% | +191.5% |
| 1Y | +411.1% | -0.7% | +411.8% | +403.7% |
| 3Y | +1,375.0% | +6.0% | +1,369.0% | +1,266.9% |
| 5Y | +991.6% | +12.5% | +979.0% | +873.5% |
| 10Y | +1,309.1% | +103.2% | +1,205.9% | +765.1% |
| All | +1,309.1% | +100.3% | +1,208.8% | +765.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling