-34.3%
WING vs TXT
+12.6%
-46.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -6.0% | -11.1% | +5.0% | -0.8% |
| 3M | -23.5% | -13.0% | -10.5% | -18.8% |
| 6M | -52.0% | -16.2% | -35.8% | -48.4% |
| YTD | -53.8% | -8.7% | -45.1% | -52.6% |
| 1Y | -63.8% | -3.8% | -60.0% | -63.9% |
| 3Y | -30.8% | +5.5% | -36.3% | -36.7% |
| 5Y | -34.3% | +12.3% | -46.6% | -44.6% |
| All | -34.3% | +12.6% | -46.9% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling