-15.1%
WST vs TXT
+1.6%
-16.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.7% | -4.8% | +5.5% | +1.6% |
| 30D | -3.1% | -10.6% | +7.5% | -1.3% |
| 3M | +7.2% | -13.2% | +20.4% | +9.5% |
| 6M | +36.8% | -20.3% | +57.2% | +41.6% |
| YTD | +23.8% | -9.3% | +33.1% | +25.1% |
| 1Y | +37.8% | -2.7% | +40.5% | +37.4% |
| All | -15.1% | +1.6% | -16.7% | -19.0% |
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