+683.2%
WING vs TAP
-26.3%
+709.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | +5.0% | -4.5% | +9.5% | +5.8% |
| 30D | +38.7% | +7.5% | +31.2% | +37.0% |
| 3M | +44.7% | -4.9% | +49.6% | +46.0% |
| 6M | +31.5% | -3.5% | +35.0% | +32.2% |
| YTD | -28.4% | -11.4% | -17.0% | -27.4% |
| 1Y | -28.2% | -10.8% | -17.4% | -27.2% |
| 3Y | -18.4% | -24.5% | +6.1% | -15.9% |
| 5Y | +5.2% | +2.5% | +2.8% | +3.2% |
| 10Y | +699.8% | -47.6% | +747.4% | +756.0% |
| All | +683.2% | -26.3% | +709.5% | +679.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling