+778.9%
TAP vs WSM
+40,190.9%
-39,412.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -8.0% | -3.0% | -5.0% | -7.7% |
| 30D | +4.1% | +10.1% | -6.0% | +3.1% |
| 3M | -4.4% | +4.9% | -9.3% | -4.9% |
| 6M | -1.9% | +49.8% | -51.7% | -6.0% |
| YTD | -12.1% | +48.7% | -60.8% | -15.8% |
| 1Y | -12.0% | +38.7% | -50.8% | -15.2% |
| 3Y | -25.0% | +269.5% | -294.5% | -35.7% |
| 5Y | -1.1% | +179.0% | -180.1% | -14.3% |
| 10Y | -47.6% | +1,162.3% | -1,209.9% | -61.8% |
| All | +778.9% | +40,190.9% | -39,412.0% | +332.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling