+305.6%
WM vs TXT
+94.9%
+210.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -0.3% | -4.8% | +4.5% | +0.8% |
| 30D | -2.4% | -10.6% | +8.2% | +0.1% |
| 3M | +0.4% | -13.2% | +13.6% | +3.4% |
| 6M | -9.5% | -20.3% | +10.9% | -5.1% |
| YTD | +0.5% | -9.3% | +9.8% | +1.9% |
| 1Y | -1.1% | -2.7% | +1.6% | -1.5% |
| 3Y | +46.0% | +1.4% | +44.7% | +41.3% |
| 5Y | +51.8% | +9.6% | +42.3% | +41.3% |
| All | +305.6% | +94.9% | +210.7% | +183.8% |
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