+17,845.4%
WDC vs TAP
+825.0%
+17,020.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.0% | +5.9% |
| 7D | +1.7% | -2.3% | +4.1% | +2.2% |
| 30D | -10.0% | -2.1% | -7.8% | -9.8% |
| 3M | -18.8% | +6.6% | -25.4% | -20.9% |
| 6M | +79.0% | -11.5% | +90.5% | +80.9% |
| YTD | +171.6% | -10.3% | +181.8% | +172.8% |
| 1Y | +417.4% | -14.4% | +431.8% | +423.3% |
| 3Y | +1,251.8% | -28.3% | +1,280.1% | +1,300.7% |
| 5Y | +911.7% | +1.7% | +910.0% | +858.7% |
| 10Y | +1,399.6% | -49.2% | +1,448.9% | +1,492.9% |
| All | +17,845.4% | +825.0% | +17,020.4% | +10,542.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling