+330.8%
WM vs TXT
+90.9%
+239.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | +1.2% | -1.1% | +2.3% | +1.4% |
| 30D | +15.2% | +13.3% | +2.0% | +11.9% |
| 3M | +8.3% | -5.1% | +13.5% | +9.4% |
| 6M | +13.1% | -7.1% | +20.3% | +14.4% |
| YTD | +12.5% | -3.2% | +15.7% | +12.2% |
| 1Y | +21.8% | +2.3% | +19.5% | +19.8% |
| 3Y | +48.8% | +11.1% | +37.7% | +40.8% |
| 5Y | +62.1% | +10.0% | +52.1% | +51.0% |
| All | +330.8% | +90.9% | +239.9% | +220.7% |
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