+192.5%
WWD vs TXT
+12.6%
+179.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -6.4% | -11.1% | +4.6% | +0.1% |
| 3M | -5.6% | -13.0% | +7.4% | +2.1% |
| 6M | -9.1% | -16.2% | +7.1% | +0.4% |
| YTD | +12.5% | -8.7% | +21.2% | +17.9% |
| 1Y | +41.3% | -3.8% | +45.1% | +43.3% |
| 3Y | +170.2% | +5.5% | +164.7% | +149.1% |
| 5Y | +192.5% | +12.3% | +180.2% | +153.2% |
| All | +192.5% | +12.6% | +179.9% | +153.2% |
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