+193.2%
WEC vs TXT
+98.8%
+94.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +12.0% | +13.4% | -1.4% | +9.4% |
| 3M | +11.1% | -2.5% | +13.6% | +11.4% |
| 6M | +6.0% | -6.2% | +12.2% | +6.8% |
| YTD | +14.3% | -1.3% | +15.6% | +13.9% |
| 1Y | +8.0% | +4.3% | +3.7% | +6.5% |
| 3Y | +62.8% | +13.2% | +49.6% | +56.4% |
| 5Y | +55.3% | +12.4% | +42.9% | +47.5% |
| 10Y | +193.2% | +94.8% | +98.4% | +121.8% |
| All | +193.2% | +98.8% | +94.3% | +121.8% |
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