+276.3%
WPM vs TXT
+5.7%
+270.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +7.0% | -0.2% | +7.2% | +7.1% |
| 30D | +15.7% | -11.1% | +26.8% | +18.5% |
| 3M | +35.2% | -13.0% | +48.2% | +39.0% |
| 6M | +6.1% | -16.2% | +22.3% | +9.5% |
| YTD | +32.6% | -8.7% | +41.3% | +35.1% |
| 1Y | +46.9% | -3.8% | +50.7% | +48.7% |
| 3Y | +276.3% | +5.5% | +270.8% | +260.4% |
| All | +276.3% | +5.7% | +270.6% | +260.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling