+5,174.0%
WPM vs TXT
+151.1%
+5,022.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | +3.1% | -0.8% | +3.9% | +3.3% |
| 30D | -1.8% | +13.4% | -15.2% | -4.9% |
| 3M | +1.0% | -2.5% | +3.6% | +1.2% |
| 6M | -5.4% | -6.2% | +0.7% | -4.4% |
| YTD | +15.9% | -1.3% | +17.2% | +15.5% |
| 1Y | +30.8% | +4.3% | +26.5% | +28.7% |
| 3Y | +222.6% | +13.2% | +209.4% | +206.6% |
| 5Y | +227.4% | +12.4% | +215.0% | +207.1% |
| 10Y | +757.8% | +94.8% | +663.0% | +539.8% |
| All | +5,174.0% | +151.1% | +5,022.9% | +3,138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling