+4.4%
WY vs TXT
+103.1%
-98.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -11.3% | -10.2% | -1.1% | -6.1% |
| 3M | -8.1% | -13.3% | +5.1% | -1.7% |
| 6M | -7.4% | -14.4% | +6.9% | -0.6% |
| YTD | -4.7% | -9.1% | +4.4% | -1.4% |
| 1Y | -9.2% | -2.2% | -7.0% | -10.0% |
| 3Y | -24.7% | +5.1% | -29.8% | -30.1% |
| 5Y | -21.6% | +12.8% | -34.4% | -31.8% |
| All | +4.4% | +103.1% | -98.7% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling