+352.4%
WING vs TAP
-52.1%
+404.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.9% |
| 7D | -0.1% | -2.3% | +2.2% | +0.2% |
| 30D | -6.0% | -9.4% | +3.4% | -4.4% |
| 3M | -23.5% | -0.8% | -22.7% | -23.3% |
| 6M | -52.0% | -14.7% | -37.2% | -50.8% |
| YTD | -53.8% | -13.9% | -39.9% | -52.9% |
| 1Y | -63.8% | -18.6% | -45.2% | -62.8% |
| 3Y | -30.8% | -32.0% | +1.2% | -27.5% |
| 5Y | -34.3% | -1.0% | -33.3% | -35.1% |
| 10Y | +352.4% | -51.4% | +403.7% | +382.9% |
| All | +352.4% | -52.1% | +404.5% | +382.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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