+754.4%
WDC vs TXT
+15.4%
+739.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.1% |
| 7D | -16.7% | -1.1% | -15.7% | -16.1% |
| 30D | -27.2% | +17.1% | -44.3% | -33.5% |
| 3M | -34.0% | -2.6% | -31.4% | -33.0% |
| 6M | -39.7% | -4.6% | -35.2% | -38.4% |
| YTD | +68.1% | -0.3% | +68.4% | +65.1% |
| 1Y | +66.3% | +5.9% | +60.4% | +56.9% |
| 3Y | +754.4% | +14.4% | +740.0% | +644.2% |
| All | +754.4% | +15.4% | +739.0% | +644.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling