+14,159.6%
GWW vs TAP
+825.0%
+13,334.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.4% | -2.3% | +3.7% | +1.8% |
| 30D | +3.3% | -2.1% | +5.4% | +3.6% |
| 3M | +2.9% | +6.6% | -3.7% | +1.5% |
| 6M | +15.8% | -11.5% | +27.3% | +18.0% |
| YTD | +32.0% | -10.3% | +42.3% | +33.9% |
| 1Y | +29.9% | -14.4% | +44.3% | +32.6% |
| 3Y | +91.1% | -28.3% | +119.4% | +100.0% |
| 5Y | +223.9% | +1.7% | +222.2% | +215.7% |
| 10Y | +567.0% | -49.2% | +616.3% | +605.1% |
| All | +14,159.6% | +825.0% | +13,334.6% | +10,191.0% |
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