+41.9%
WWD vs TXT
-0.5%
+42.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | -5.1% | -10.4% | +5.3% | +1.0% |
| 3M | -11.2% | -14.3% | +3.1% | -3.2% |
| 6M | -12.0% | -15.1% | +3.1% | -4.3% |
| YTD | +12.0% | -8.3% | +20.3% | +18.6% |
| All | +41.9% | -0.5% | +42.5% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling