+404.4%
WING vs TAP
-25.3%
+429.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.9% | -2.3% | -1.5% | -3.5% |
| 30D | -11.6% | -2.1% | -9.4% | -11.2% |
| 3M | -24.2% | +6.6% | -30.8% | -24.9% |
| 6M | -54.1% | -11.5% | -42.6% | -53.2% |
| YTD | -53.9% | -10.3% | -43.6% | -53.3% |
| 1Y | -64.4% | -14.4% | -50.0% | -63.7% |
| 3Y | -30.2% | -28.3% | -1.9% | -27.4% |
| 5Y | -34.1% | +1.7% | -35.8% | -35.4% |
| 10Y | +342.1% | -49.2% | +391.4% | +377.1% |
| All | +404.4% | -25.3% | +429.7% | +401.3% |
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