+12,001.8%
WAT vs TAP
+724.6%
+11,277.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | +5.0% | +9.1% | -4.2% | +2.4% |
| 3M | +14.5% | -3.8% | +18.3% | +15.0% |
| 6M | +30.9% | -3.4% | +34.4% | +30.9% |
| YTD | +20.5% | -10.6% | +31.1% | +22.4% |
| 1Y | +23.3% | -4.4% | +27.7% | +23.1% |
| 3Y | +81.5% | -24.4% | +105.8% | +90.5% |
| 5Y | +33.4% | +2.1% | +31.3% | +29.2% |
| 10Y | +231.5% | -48.7% | +280.2% | +257.7% |
| All | +12,001.8% | +724.6% | +11,277.2% | +8,721.6% |
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