+11,931.6%
WDC vs TAP
+806.5%
+11,125.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.1% | +8.5% |
| 7D | -3.2% | -8.0% | +4.7% | -1.6% |
| 30D | -19.0% | +4.1% | -23.1% | -20.1% |
| 3M | -28.4% | -4.4% | -24.1% | -28.4% |
| 6M | -39.2% | -1.9% | -37.3% | -40.2% |
| YTD | +82.1% | -12.1% | +94.1% | +82.4% |
| 1Y | +84.7% | -12.0% | +96.7% | +84.7% |
| 3Y | +825.6% | -25.0% | +850.7% | +843.8% |
| 5Y | +608.2% | -1.1% | +609.2% | +570.3% |
| 10Y | +695.1% | -47.6% | +742.8% | +735.0% |
| All | +11,931.6% | +806.5% | +11,125.0% | +7,015.7% |
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