-51.2%
WU vs TXT
+13.4%
-64.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -4.9% | +0.8% | -5.8% | -5.2% |
| 30D | -1.3% | -10.4% | +9.2% | +3.0% |
| 3M | -3.6% | -14.3% | +10.8% | +2.1% |
| 6M | -24.3% | -15.1% | -9.2% | -19.8% |
| YTD | -21.1% | -8.3% | -12.8% | -19.4% |
| 1Y | -10.3% | -0.7% | -9.6% | -11.5% |
| 3Y | -28.4% | +6.0% | -34.3% | -33.1% |
| 5Y | -51.2% | +12.5% | -63.7% | -57.6% |
| All | -51.2% | +13.4% | -64.6% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling