+1,245.5%
WDC vs TAP
-52.1%
+1,297.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +3.3% |
| 7D | +6.0% | -2.3% | +8.3% | +6.6% |
| 30D | +9.9% | -9.4% | +19.3% | +12.6% |
| 3M | -9.4% | -0.8% | -8.6% | -11.0% |
| 6M | +94.7% | -14.7% | +109.5% | +100.2% |
| YTD | +177.4% | -13.9% | +191.3% | +182.5% |
| 1Y | +412.6% | -18.6% | +431.2% | +430.1% |
| 3Y | +1,359.8% | -32.0% | +1,391.8% | +1,473.5% |
| 5Y | +992.6% | -1.0% | +993.6% | +858.4% |
| 10Y | +1,245.5% | -51.4% | +1,296.9% | +1,255.9% |
| All | +1,245.5% | -52.1% | +1,297.6% | +1,255.9% |
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