+4,360.7%
WEC vs TXT
+2,193.3%
+2,167.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | -0.2% | -2.5% | +2.3% | +0.2% |
| 30D | +12.3% | +14.4% | -2.1% | +10.3% |
| 3M | +8.3% | -4.9% | +13.2% | +8.9% |
| 6M | +3.5% | -10.2% | +13.7% | +4.7% |
| YTD | +12.7% | -4.1% | +16.8% | +12.9% |
| 1Y | +8.2% | +4.0% | +4.2% | +7.2% |
| 3Y | +55.9% | +8.0% | +47.9% | +52.5% |
| 5Y | +51.2% | +8.4% | +42.8% | +46.6% |
| 10Y | +177.6% | +116.6% | +61.0% | +135.7% |
| All | +4,360.7% | +2,193.3% | +2,167.4% | +2,404.6% |
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