+10,029.5%
WDC vs TAP
+821.1%
+9,208.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.6% |
| 7D | -28.0% | +0.5% | -28.5% | -28.2% |
| 30D | -34.9% | +9.1% | -44.1% | -36.4% |
| 3M | -41.6% | -3.8% | -37.8% | -41.6% |
| 6M | -45.4% | -3.4% | -41.9% | -46.1% |
| YTD | +53.3% | -10.6% | +63.9% | +53.1% |
| 1Y | +61.5% | -4.4% | +65.9% | +58.7% |
| 3Y | +712.3% | -24.4% | +736.7% | +727.3% |
| 5Y | +524.2% | +2.1% | +522.1% | +487.3% |
| 10Y | +616.5% | -48.7% | +665.2% | +655.4% |
| All | +10,029.5% | +821.1% | +9,208.4% | +5,874.1% |
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 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