+411.1%
WDC vs TAP
-19.6%
+430.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +0.4% |
| 7D | +7.5% | -5.1% | +12.6% | +3.7% |
| 30D | +10.1% | -8.4% | +18.5% | +3.9% |
| 3M | -6.8% | -3.9% | -2.9% | -7.0% |
| 6M | +84.1% | -14.4% | +98.5% | +80.4% |
| YTD | +180.3% | -14.7% | +195.0% | +178.0% |
| 1Y | +411.1% | -18.7% | +429.8% | +435.9% |
| All | +411.1% | -19.6% | +430.7% | +435.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling