+10,726.6%
WAT vs TAP
+728.1%
+9,998.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.3% | -2.3% | +1.0% | -0.8% |
| 30D | +2.3% | -2.1% | +4.5% | +2.8% |
| 3M | +8.7% | +6.6% | +2.1% | +6.7% |
| 6M | +28.3% | -11.5% | +39.8% | +31.5% |
| YTD | +7.8% | -10.3% | +18.0% | +9.9% |
| 1Y | +36.6% | -14.4% | +51.0% | +40.5% |
| 3Y | +45.7% | -28.3% | +74.0% | +55.4% |
| 5Y | -3.3% | +1.7% | -5.0% | -6.0% |
| 10Y | +162.1% | -49.2% | +211.3% | +184.5% |
| All | +10,726.6% | +728.1% | +9,998.5% | +7,817.9% |
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