+619.5%
WING vs TXT
+89.4%
+530.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +29.5% | +13.3% | +16.2% | +24.8% |
| 3M | +40.2% | -5.0% | +45.1% | +42.4% |
| 6M | +32.7% | -8.4% | +41.1% | +35.7% |
| YTD | -32.8% | -4.0% | -28.8% | -32.5% |
| 1Y | -31.7% | +2.8% | -34.5% | -32.9% |
| 3Y | -24.7% | +10.3% | -35.0% | -28.4% |
| 5Y | -0.5% | +9.2% | -9.6% | -6.1% |
| All | +619.5% | +89.4% | +530.1% | +455.2% |
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