+575.8%
WY vs TXT
+2,214.4%
-1,638.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | -5.4% | -1.1% | -4.3% | -5.0% |
| 30D | +7.9% | +13.3% | -5.4% | +2.1% |
| 3M | -16.6% | -5.1% | -11.5% | -15.2% |
| 6M | -11.2% | -7.1% | -4.1% | -9.3% |
| YTD | -11.3% | -3.2% | -8.1% | -11.4% |
| 1Y | -5.5% | +2.3% | -7.9% | -7.8% |
| 3Y | -25.4% | +11.1% | -36.5% | -30.7% |
| 5Y | -32.4% | +10.0% | -42.4% | -37.7% |
| 10Y | +3.8% | +91.1% | -87.3% | -27.3% |
| All | +575.8% | +2,214.4% | -1,638.7% | +41.7% |
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