+228.0%
WAB vs TAP
0.0%
+228.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.5% |
| 7D | +1.7% | -2.3% | +4.0% | +2.2% |
| 30D | -2.4% | -9.4% | +7.0% | -0.2% |
| 3M | +9.7% | -0.8% | +10.5% | +9.4% |
| 6M | +16.5% | -14.7% | +31.3% | +20.7% |
| YTD | +33.7% | -13.9% | +47.7% | +37.6% |
| 1Y | +49.7% | -18.6% | +68.3% | +56.2% |
| 3Y | +170.9% | -32.0% | +202.9% | +195.0% |
| 5Y | +228.0% | -1.0% | +229.0% | +194.3% |
| All | +228.0% | 0.0% | +228.1% | +194.3% |
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