+3,978.4%
WEC vs TXT
+2,070.1%
+1,908.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.3% | -4.8% | +4.5% | +0.4% |
| 30D | -1.3% | -10.6% | +9.3% | +0.2% |
| 3M | -3.9% | -13.2% | +9.3% | -2.3% |
| 6M | -8.3% | -20.3% | +12.0% | -5.7% |
| YTD | +3.1% | -9.3% | +12.3% | +4.0% |
| 1Y | +1.9% | -2.7% | +4.6% | +1.9% |
| 3Y | +41.9% | +1.4% | +40.5% | +40.1% |
| 5Y | +30.8% | +9.6% | +21.2% | +26.6% |
| 10Y | +141.9% | +94.9% | +47.0% | +108.3% |
| All | +3,978.4% | +2,070.1% | +1,908.4% | +2,208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling