+265.1%
WBD vs TAP
+336.9%
-71.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.3% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -4.2% | -6.1% | +1.9% | -1.8% |
| 3M | +1.0% | +4.1% | -3.2% | -0.9% |
| 6M | -8.0% | +4.8% | -12.8% | -10.2% |
| YTD | -2.9% | +11.2% | -14.1% | -7.6% |
| 1Y | -10.7% | +20.1% | -30.7% | -17.6% |
| 3Y | -40.6% | +104.0% | -144.6% | -57.6% |
| 5Y | +20.7% | +193.7% | -173.1% | -28.3% |
| 10Y | +274.4% | +260.2% | +14.1% | +114.3% |
| All | +265.1% | +336.9% | -71.8% | +105.0% |
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 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