+280.5%
WAB vs TAP
-48.8%
+329.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +4.0% | -4.5% | +8.5% | +5.7% |
| 30D | +6.3% | +7.5% | -1.1% | +3.0% |
| 3M | +3.3% | -4.9% | +8.2% | +4.3% |
| 6M | +14.5% | -3.5% | +18.0% | +14.3% |
| YTD | +42.7% | -11.4% | +54.1% | +46.2% |
| 1Y | +45.2% | -10.8% | +56.0% | +48.1% |
| 3Y | +173.8% | -24.5% | +198.2% | +191.2% |
| 5Y | +223.8% | +2.5% | +221.3% | +190.9% |
| 10Y | +280.5% | -47.6% | +328.1% | +246.0% |
| All | +280.5% | -48.8% | +329.3% | +246.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling