+326.4%
WM vs TAP
-48.8%
+375.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.2% | -4.5% | +5.7% | +2.3% |
| 30D | +13.7% | +7.5% | +6.2% | +11.7% |
| 3M | +5.2% | -4.9% | +10.1% | +6.2% |
| 6M | +11.2% | -3.5% | +14.7% | +11.7% |
| YTD | +9.4% | -11.4% | +20.8% | +11.7% |
| 1Y | +20.4% | -10.8% | +31.2% | +22.5% |
| 3Y | +44.7% | -24.5% | +69.2% | +51.4% |
| 5Y | +58.5% | +2.5% | +56.0% | +50.0% |
| 10Y | +326.4% | -47.6% | +373.9% | +314.7% |
| All | +326.4% | -48.8% | +375.2% | +314.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling