+711.3%
WPM vs TXT
+89.4%
+621.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +1.4% | +13.3% | -11.9% | 0.0% |
| 3M | -0.2% | -5.0% | +4.8% | +0.2% |
| 6M | -7.3% | -8.4% | +1.1% | -6.6% |
| YTD | +12.3% | -4.0% | +16.3% | +12.6% |
| 1Y | +24.9% | +2.8% | +22.1% | +24.5% |
| 3Y | +210.4% | +10.3% | +200.1% | +205.6% |
| 5Y | +210.4% | +9.2% | +201.2% | +202.9% |
| All | +711.3% | +89.4% | +621.9% | +698.5% |
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