+50.5%
WPM vs TXT
-3.0%
+53.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | +3.9% | +0.8% | +3.1% | +3.6% |
| 30D | +17.7% | -10.4% | +28.1% | +22.0% |
| 3M | +39.4% | -14.3% | +53.8% | +46.6% |
| 6M | +6.4% | -15.1% | +21.5% | +11.1% |
| YTD | +34.0% | -8.3% | +42.3% | +37.8% |
| 1Y | +50.5% | -0.7% | +51.2% | +53.6% |
| All | +50.5% | -3.0% | +53.5% | +53.6% |
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