+14,940.0%
WWD vs TXT
+836.5%
+14,103.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.1% |
| 7D | +8.2% | -1.1% | +9.2% | +8.7% |
| 30D | -0.2% | +13.3% | -13.4% | -6.0% |
| 3M | -8.4% | -5.1% | -3.3% | -6.4% |
| 6M | -9.5% | -7.1% | -2.4% | -6.8% |
| YTD | +10.1% | -3.2% | +13.3% | +11.0% |
| 1Y | +21.6% | +2.3% | +19.3% | +19.5% |
| 3Y | +149.6% | +11.1% | +138.5% | +132.4% |
| 5Y | +191.3% | +10.0% | +181.3% | +170.4% |
| 10Y | +455.2% | +91.1% | +364.1% | +293.8% |
| All | +14,940.0% | +836.5% | +14,103.5% | +6,210.3% |
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 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