+375.5%
WING vs TXT
+100.3%
+275.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | -5.6% | -10.4% | +4.8% | -2.5% |
| 3M | -22.9% | -14.3% | -8.6% | -19.5% |
| 6M | -50.4% | -15.1% | -35.3% | -48.3% |
| YTD | -53.3% | -8.3% | -45.0% | -52.5% |
| 1Y | -61.2% | -0.7% | -60.5% | -61.5% |
| 3Y | -30.1% | +6.0% | -36.0% | -32.6% |
| 5Y | -35.0% | +12.5% | -47.5% | -38.9% |
| 10Y | +375.5% | +103.2% | +272.3% | +293.1% |
| All | +375.5% | +100.3% | +275.2% | +293.1% |
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