+653.4%
WDC vs TAP
-49.5%
+702.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.0% | +10.1% |
| 7D | -14.4% | -7.8% | -6.6% | -12.7% |
| 30D | -27.1% | +7.1% | -34.2% | -28.8% |
| 3M | -33.3% | -7.0% | -26.2% | -32.6% |
| 6M | -39.6% | -3.8% | -35.8% | -40.6% |
| YTD | +68.4% | -11.7% | +80.1% | +69.0% |
| 1Y | +78.2% | -10.1% | +88.3% | +77.2% |
| 3Y | +772.0% | -23.7% | +795.7% | +792.1% |
| 5Y | +584.9% | +2.9% | +582.0% | +488.1% |
| 10Y | +653.4% | -49.5% | +702.9% | +658.1% |
| All | +653.4% | -49.5% | +702.9% | +658.1% |
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