+528.7%
WDC vs TAP
+2.0%
+526.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.8% |
| 7D | -28.0% | +0.5% | -28.5% | -27.8% |
| 30D | -34.9% | +9.1% | -44.1% | -34.4% |
| 3M | -41.6% | -3.8% | -37.8% | -41.4% |
| 6M | -45.4% | -3.4% | -41.9% | -45.0% |
| YTD | +53.3% | -10.6% | +63.9% | +55.1% |
| 1Y | +61.5% | -4.4% | +65.9% | +61.6% |
| 3Y | +712.3% | -24.4% | +736.7% | +735.6% |
| All | +528.7% | +2.0% | +526.8% | +442.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling