+13.7%
WBD vs TAP
-51.4%
+65.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -1.7% | -5.1% | +3.4% | +0.5% |
| 30D | +3.9% | -8.4% | +12.3% | +7.7% |
| 3M | +5.1% | -3.9% | +9.0% | +6.1% |
| 6M | +0.6% | -14.4% | +15.0% | +6.4% |
| YTD | -3.2% | -14.7% | +11.6% | +1.9% |
| 1Y | +127.7% | -18.7% | +146.3% | +143.5% |
| 3Y | +146.6% | -32.6% | +179.2% | +185.4% |
| 5Y | +4.2% | -1.4% | +5.6% | -1.1% |
| 10Y | +13.7% | -50.4% | +64.1% | +17.8% |
| All | +13.7% | -51.4% | +65.0% | +17.8% |
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