+33.2%
WAT vs TAP
+0.6%
+32.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -1.3% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | +5.4% | +5.7% | -0.3% | +3.3% |
| 3M | +11.3% | -1.9% | +13.2% | +11.3% |
| 6M | +37.4% | +0.9% | +36.5% | +35.7% |
| YTD | +21.2% | -9.5% | +30.7% | +23.3% |
| 1Y | +21.3% | -9.0% | +30.3% | +23.1% |
| 3Y | +83.4% | -22.2% | +105.6% | +94.9% |
| All | +33.2% | +0.6% | +32.5% | +37.0% |
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