+195.5%
WEC vs TXT
+89.4%
+106.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +10.2% | +13.3% | -3.2% | +7.7% |
| 3M | +7.6% | -5.0% | +12.5% | +8.4% |
| 6M | +6.6% | -8.4% | +15.0% | +7.9% |
| YTD | +14.4% | -4.0% | +18.4% | +14.5% |
| 1Y | +8.8% | +2.8% | +6.0% | +7.6% |
| 3Y | +63.3% | +10.3% | +53.1% | +57.6% |
| 5Y | +56.0% | +9.2% | +46.8% | +48.8% |
| All | +195.5% | +89.4% | +106.1% | +123.9% |
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