-19.8%
WING vs TAP
-23.7%
+3.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.5% |
| 7D | +9.0% | +0.5% | +8.5% | +9.0% |
| 30D | +39.9% | +9.1% | +30.8% | +37.8% |
| 3M | +40.4% | -3.8% | +44.2% | +41.4% |
| 6M | +12.9% | -3.4% | +16.3% | +13.4% |
| YTD | -31.1% | -10.6% | -20.4% | -31.0% |
| 1Y | -32.7% | -4.4% | -28.3% | -33.3% |
| 3Y | -19.8% | -24.4% | +4.6% | -19.8% |
| All | -19.8% | -23.7% | +3.9% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling