+796.8%
TAP vs WSM
+34,755.7%
-33,958.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -2.3% | -3.3% | +0.9% | -2.0% |
| 30D | -2.1% | -8.4% | +6.2% | -1.3% |
| 3M | +6.6% | +9.7% | -3.0% | +5.6% |
| 6M | -11.5% | +16.7% | -28.2% | -13.0% |
| YTD | -10.3% | +28.7% | -38.9% | -12.7% |
| 1Y | -14.4% | +13.7% | -28.0% | -15.8% |
| 3Y | -28.3% | +230.1% | -258.4% | -37.8% |
| 5Y | +1.7% | +179.0% | -177.2% | -11.9% |
| 10Y | -49.2% | +1,002.5% | -1,051.8% | -62.4% |
| All | +796.8% | +34,755.7% | -33,958.9% | +347.6% |
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