+29,154.7%
WM vs TXT
+2,239.7%
+26,915.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | +4.5% | -2.5% | +7.0% | +5.1% |
| 30D | +16.1% | +12.8% | +3.2% | +12.9% |
| 3M | +8.0% | -3.6% | +11.7% | +8.7% |
| 6M | +8.4% | -6.9% | +15.4% | +9.5% |
| YTD | +11.2% | -2.2% | +13.4% | +10.7% |
| 1Y | +22.3% | +6.3% | +16.0% | +19.5% |
| 3Y | +50.2% | +10.3% | +40.0% | +43.4% |
| 5Y | +63.3% | +10.6% | +52.7% | +53.4% |
| 10Y | +355.0% | +121.0% | +234.0% | +245.0% |
| All | +29,154.7% | +2,239.7% | +26,915.0% | +11,552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling