+50.4%
WAB vs TAP
-18.9%
+69.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.5% |
| 7D | +1.7% | -2.3% | +4.0% | +1.6% |
| 30D | -2.4% | -9.4% | +7.0% | -2.5% |
| 3M | +9.7% | -0.8% | +10.5% | +9.6% |
| 6M | +16.5% | -14.7% | +31.3% | +16.8% |
| YTD | +33.7% | -13.9% | +47.7% | +34.4% |
| All | +50.4% | -18.9% | +69.2% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling