+53.9%
WM vs TXT
+10.4%
+43.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -0.3% | -4.8% | +4.5% | +0.5% |
| 30D | -2.4% | -10.6% | +8.2% | -0.7% |
| 3M | +0.4% | -13.2% | +13.6% | +2.5% |
| 6M | -9.5% | -20.3% | +10.9% | -6.4% |
| YTD | +0.5% | -9.3% | +9.8% | +1.4% |
| 1Y | -1.1% | -2.7% | +1.6% | -1.5% |
| 3Y | +46.0% | +1.4% | +44.7% | +41.5% |
| All | +53.9% | +10.4% | +43.5% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling