+217.6%
WAB vs TAP
+2.3%
+215.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.4% |
| 7D | +4.0% | -7.8% | +11.8% | +5.7% |
| 30D | +4.5% | +7.1% | -2.7% | +2.6% |
| 3M | +2.3% | -7.0% | +9.3% | +3.6% |
| 6M | +12.5% | -3.8% | +16.3% | +12.6% |
| YTD | +40.2% | -11.7% | +51.9% | +42.9% |
| 1Y | +45.2% | -10.1% | +55.3% | +47.0% |
| 3Y | +171.8% | -23.7% | +195.5% | +183.2% |
| 5Y | +217.6% | +2.9% | +214.7% | +180.1% |
| All | +217.6% | +2.3% | +215.3% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling