+550.8%
WPM vs TXT
+100.3%
+450.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +3.9% | +0.8% | +3.1% | +3.8% |
| 30D | +17.7% | -10.4% | +28.1% | +19.0% |
| 3M | +39.4% | -14.3% | +53.8% | +41.6% |
| 6M | +6.4% | -15.1% | +21.5% | +8.1% |
| YTD | +34.0% | -8.3% | +42.3% | +35.1% |
| 1Y | +50.5% | -0.7% | +51.2% | +50.7% |
| 3Y | +280.3% | +6.0% | +274.3% | +276.5% |
| 5Y | +266.3% | +12.5% | +253.8% | +258.7% |
| 10Y | +550.8% | +103.2% | +447.6% | +491.9% |
| All | +550.8% | +100.3% | +450.5% | +491.9% |
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 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