+40.0%
WPM vs TXT
+9.2%
+30.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.3% | +13.2% | +12.4% |
| 7D | +3.9% | +10.6% | -6.7% | +0.5% |
| 30D | -3.5% | +14.4% | -17.9% | -7.9% |
| 3M | +14.1% | -2.7% | +16.8% | +16.0% |
| 6M | +6.2% | -4.7% | +10.9% | +9.0% |
| YTD | +12.4% | -0.5% | +12.9% | +9.6% |
| 1Y | +40.0% | +8.7% | +31.2% | +28.9% |
| All | +40.0% | +9.2% | +30.8% | +28.9% |
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