-40.7%
WU vs TXT
+103.1%
-143.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -2.3% | -10.2% | +7.9% | +1.6% |
| 3M | -3.2% | -13.3% | +10.0% | +1.8% |
| 6M | -25.0% | -14.4% | -10.7% | -21.0% |
| YTD | -21.7% | -9.1% | -12.6% | -19.6% |
| 1Y | -9.0% | -2.2% | -6.8% | -9.3% |
| 3Y | -28.9% | +5.1% | -33.9% | -32.2% |
| 5Y | -51.0% | +12.8% | -63.8% | -55.3% |
| All | -40.7% | +103.1% | -143.8% | -58.5% |
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 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