+259.9%
WMB vs TXT
+115.3%
+144.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.9% |
| 7D | -6.7% | -3.5% | -3.1% | -5.3% |
| 30D | -8.6% | +15.2% | -23.7% | -13.7% |
| 3M | -4.9% | -4.5% | -0.5% | -3.7% |
| 6M | -6.3% | -6.1% | -0.2% | -5.0% |
| YTD | +13.0% | -2.0% | +14.9% | +11.6% |
| 1Y | +14.9% | +4.2% | +10.7% | +10.7% |
| 3Y | +113.4% | +14.4% | +99.0% | +91.8% |
| 5Y | +190.2% | +12.3% | +177.8% | +156.5% |
| 10Y | +259.9% | +101.8% | +158.0% | +139.0% |
| All | +259.9% | +115.3% | +144.5% | +139.0% |
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 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