+84.2%
WAT vs TAP
-24.6%
+108.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +2.0% | -6.3% | +8.3% | +3.6% |
| 30D | +7.7% | +2.7% | +5.0% | +6.4% |
| 3M | +11.1% | -3.7% | +14.8% | +11.7% |
| 6M | +31.2% | -2.0% | +33.3% | +30.6% |
| YTD | +21.7% | -12.3% | +34.0% | +25.1% |
| 1Y | +19.3% | -10.1% | +29.4% | +21.3% |
| All | +84.2% | -24.6% | +108.8% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling