+234.8%
WAT vs TAP
-49.5%
+284.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.5% |
| 7D | +6.0% | -7.8% | +13.9% | +8.4% |
| 30D | +9.9% | +7.1% | +2.8% | +7.3% |
| 3M | +17.2% | -7.0% | +24.2% | +18.9% |
| 6M | +34.2% | -3.8% | +38.0% | +34.3% |
| YTD | +25.5% | -11.7% | +37.2% | +28.4% |
| 1Y | +28.3% | -10.1% | +38.4% | +30.3% |
| 3Y | +88.4% | -23.7% | +112.1% | +99.6% |
| 5Y | +36.1% | +2.9% | +33.2% | +30.7% |
| 10Y | +234.8% | -49.5% | +284.3% | +236.2% |
| All | +234.8% | -49.5% | +284.3% | +236.2% |
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