+660.3%
WY vs TXT
+2,070.1%
-1,409.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.7% | -4.8% | +3.1% | +0.3% |
| 30D | -10.1% | -10.6% | +0.5% | -5.9% |
| 3M | -5.1% | -13.2% | +8.0% | 0.0% |
| 6M | -4.8% | -20.3% | +15.6% | +3.8% |
| YTD | -0.2% | -9.3% | +9.0% | +2.7% |
| 1Y | -6.6% | -2.7% | -3.9% | -6.7% |
| 3Y | -22.7% | +1.4% | -24.1% | -25.2% |
| 5Y | -22.2% | +9.6% | -31.8% | -27.9% |
| 10Y | +7.3% | +94.9% | -87.6% | -25.0% |
| All | +660.3% | +2,070.1% | -1,409.7% | +64.3% |
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