+324.5%
WST vs TXT
+98.4%
+226.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -4.6% | -11.1% | +6.4% | -2.2% |
| 3M | +5.7% | -13.0% | +18.7% | +8.5% |
| 6M | +37.6% | -16.2% | +53.8% | +42.2% |
| YTD | +23.0% | -8.7% | +31.8% | +24.7% |
| 1Y | +33.8% | -3.8% | +37.6% | +33.9% |
| 3Y | -13.4% | +5.5% | -18.9% | -16.3% |
| 5Y | -27.0% | +12.3% | -39.2% | -31.3% |
| 10Y | +324.5% | +97.4% | +227.1% | +241.7% |
| All | +324.5% | +98.4% | +226.1% | +241.7% |
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