+21.1%
WST vs TXT
+7.8%
+13.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.2% |
| 7D | -3.1% | -2.5% | -0.6% | -2.7% |
| 30D | +9.1% | +14.4% | -5.3% | +6.5% |
| 3M | +14.7% | -4.9% | +19.6% | +15.5% |
| 6M | +28.0% | -10.2% | +38.2% | +29.8% |
| YTD | +45.6% | -4.1% | +49.7% | +45.5% |
| 1Y | +45.7% | +4.0% | +41.7% | +43.5% |
| 3Y | +21.1% | +8.0% | +13.1% | +11.9% |
| All | +21.1% | +7.8% | +13.3% | +11.9% |
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