+1,359.8%
WDC vs TXT
+5.7%
+1,354.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +9.9% | -11.1% | +21.0% | +17.5% |
| 3M | -9.4% | -13.0% | +3.6% | -2.4% |
| 6M | +94.7% | -16.2% | +110.9% | +114.0% |
| YTD | +177.4% | -8.7% | +186.1% | +187.1% |
| 1Y | +412.6% | -3.8% | +416.4% | +411.5% |
| 3Y | +1,359.8% | +5.5% | +1,354.3% | +1,260.0% |
| All | +1,359.8% | +5.7% | +1,354.1% | +1,260.0% |
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