+682.0%
WDC vs TAP
-47.7%
+729.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +16.3% | -6.3% | +22.6% | +18.1% |
| 30D | -18.3% | +2.7% | -21.0% | -19.4% |
| 3M | -31.4% | -3.7% | -27.7% | -31.5% |
| 6M | -36.3% | -2.0% | -34.3% | -37.8% |
| YTD | +80.8% | -12.3% | +93.2% | +81.7% |
| 1Y | +87.7% | -10.1% | +97.8% | +86.4% |
| 3Y | +819.4% | -25.3% | +844.7% | +847.9% |
| 5Y | +583.2% | -1.9% | +585.2% | +498.8% |
| All | +682.0% | -47.7% | +729.6% | +663.8% |
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