+404.4%
WING vs TXT
+75.2%
+329.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.9% | -4.8% | +0.9% | -2.4% |
| 30D | -11.6% | -10.6% | -1.0% | -8.4% |
| 3M | -24.2% | -13.2% | -11.0% | -21.0% |
| 6M | -54.1% | -20.3% | -33.7% | -51.0% |
| YTD | -53.9% | -9.3% | -44.6% | -52.9% |
| 1Y | -64.4% | -2.7% | -61.7% | -64.4% |
| 3Y | -30.2% | +1.4% | -31.6% | -32.0% |
| 5Y | -34.1% | +9.6% | -43.7% | -37.8% |
| 10Y | +342.1% | +94.9% | +247.2% | +231.0% |
| All | +404.4% | +75.2% | +329.2% | +298.6% |
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 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