-21.9%
WU vs TXT
+97.7%
-119.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -0.8% | -4.8% | +4.0% | +0.8% |
| 30D | -1.1% | -10.6% | +9.5% | +2.5% |
| 3M | -3.9% | -13.2% | +9.3% | +0.6% |
| 6M | -20.7% | -20.3% | -0.3% | -14.9% |
| YTD | -18.4% | -9.3% | -9.1% | -16.3% |
| 1Y | -8.1% | -2.7% | -5.4% | -8.1% |
| 3Y | -24.2% | +1.4% | -25.5% | -26.2% |
| 5Y | -50.4% | +9.6% | -60.0% | -53.6% |
| 10Y | -40.0% | +94.9% | -134.9% | -56.6% |
| All | -21.9% | +97.7% | -119.6% | -47.0% |
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