-3.9%
WBD vs TAP
-46.5%
+42.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.5% |
| 7D | +1.0% | +1.7% | -0.7% | +0.2% |
| 30D | -0.7% | -8.0% | +7.3% | +2.9% |
| 3M | -2.7% | -21.4% | +18.7% | +7.9% |
| 6M | +18.2% | -10.3% | +28.5% | +22.7% |
| YTD | -5.5% | -10.3% | +4.8% | -1.8% |
| 1Y | +200.3% | -21.1% | +221.4% | +228.5% |
| 3Y | +120.0% | -28.6% | +148.6% | +150.5% |
| 5Y | -25.9% | -16.8% | -9.2% | -23.7% |
| All | -3.9% | -46.5% | +42.6% | +0.4% |
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 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