+21.8%
WM vs TXT
+2.5%
+19.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.8% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +15.2% | +13.3% | +2.0% | +14.0% |
| 3M | +8.3% | -5.1% | +13.5% | +8.1% |
| 6M | +13.1% | -7.1% | +20.3% | +12.9% |
| YTD | +12.5% | -3.2% | +15.7% | +12.0% |
| 1Y | +21.8% | +2.3% | +19.5% | +21.9% |
| All | +21.8% | +2.5% | +19.3% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling