+49.3%
WM vs TXT
+10.0%
+39.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.3% |
| 7D | +4.5% | -2.5% | +7.0% | +4.7% |
| 30D | +16.1% | +12.8% | +3.2% | +14.6% |
| 3M | +8.0% | -3.6% | +11.7% | +8.2% |
| 6M | +8.4% | -6.9% | +15.4% | +8.8% |
| YTD | +11.2% | -2.2% | +13.4% | +10.8% |
| 1Y | +22.3% | +6.3% | +16.0% | +20.8% |
| All | +49.3% | +10.0% | +39.3% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling