-23.6%
WU vs TXT
+10.4%
-34.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.6% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | +11.4% | +13.3% | -1.9% | +6.2% |
| 3M | -6.8% | -5.0% | -1.9% | -5.4% |
| 6M | -14.6% | -8.4% | -6.2% | -12.5% |
| YTD | -20.6% | -4.0% | -16.7% | -20.9% |
| 1Y | -15.4% | +2.8% | -18.2% | -17.9% |
| 3Y | -23.6% | +10.3% | -33.9% | -30.1% |
| All | -23.6% | +10.4% | -34.0% | -30.1% |
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 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