+175.8%
WWD vs TXT
+5.1%
+170.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +1.3% | -4.8% | +6.1% | +3.9% |
| 30D | -7.2% | -10.6% | +3.4% | -1.6% |
| 3M | -3.8% | -13.2% | +9.3% | +3.4% |
| 6M | -9.9% | -20.3% | +10.4% | +0.9% |
| YTD | +14.8% | -9.3% | +24.1% | +20.5% |
| 1Y | +42.1% | -2.7% | +44.8% | +43.8% |
| All | +175.8% | +5.1% | +170.7% | +160.6% |
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 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