-1.0%
TAP vs WSM
+189.5%
-190.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -2.3% | +2.6% | -4.9% | -2.6% |
| 30D | -9.4% | -9.5% | +0.1% | -8.3% |
| 3M | -0.8% | +12.9% | -13.7% | -2.3% |
| 6M | -14.7% | +23.0% | -37.8% | -17.0% |
| YTD | -13.9% | +28.9% | -42.9% | -16.8% |
| 1Y | -18.6% | +13.7% | -32.3% | -20.2% |
| 3Y | -32.0% | +232.6% | -264.6% | -43.8% |
| 5Y | -1.0% | +185.9% | -186.8% | -19.3% |
| All | -1.0% | +189.5% | -190.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling