+12,330.1%
WST vs TXT
+2,070.1%
+10,260.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.7% | -4.8% | +5.5% | +1.7% |
| 30D | -3.1% | -10.6% | +7.5% | -1.1% |
| 3M | +7.2% | -13.2% | +20.4% | +9.9% |
| 6M | +36.8% | -20.3% | +57.2% | +42.4% |
| YTD | +23.8% | -9.3% | +33.1% | +25.5% |
| 1Y | +37.8% | -2.7% | +40.5% | +37.6% |
| 3Y | -15.9% | +1.4% | -17.3% | -17.5% |
| 5Y | -25.8% | +9.6% | -35.4% | -29.0% |
| 10Y | +319.6% | +94.9% | +224.7% | +240.8% |
| All | +12,330.1% | +2,070.1% | +10,260.1% | +6,268.1% |
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