+670.1%
WING vs TXT
+90.4%
+579.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | +32.3% | +13.4% | +18.9% | +27.2% |
| 3M | +50.2% | -2.5% | +52.7% | +51.4% |
| 6M | +31.7% | -6.2% | +37.9% | +33.7% |
| YTD | -29.6% | -1.3% | -28.3% | -29.9% |
| 1Y | -29.7% | +4.3% | -34.0% | -31.3% |
| 3Y | -19.8% | +13.2% | -33.0% | -24.5% |
| 5Y | +3.1% | +12.4% | -9.3% | -3.7% |
| 10Y | +682.9% | +94.8% | +588.1% | +491.8% |
| All | +670.1% | +90.4% | +579.6% | +493.0% |
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