+4,319.4%
WAB vs TAP
+772.2%
+3,547.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.5% |
| 7D | +4.0% | -7.8% | +11.8% | +6.2% |
| 30D | +4.5% | +7.1% | -2.7% | +2.1% |
| 3M | +2.3% | -7.0% | +9.3% | +3.7% |
| 6M | +12.5% | -3.8% | +16.3% | +12.5% |
| YTD | +40.2% | -11.7% | +51.9% | +42.9% |
| 1Y | +45.2% | -10.1% | +55.3% | +47.1% |
| 3Y | +171.8% | -23.7% | +195.5% | +184.0% |
| 5Y | +217.6% | +2.9% | +214.7% | +201.3% |
| 10Y | +285.3% | -49.5% | +334.8% | +321.3% |
| All | +4,319.4% | +772.2% | +3,547.3% | +2,889.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling