+324.8%
WM vs TAP
-47.8%
+372.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.4% |
| 7D | +0.8% | -8.0% | +8.8% | +2.8% |
| 30D | +13.8% | +4.1% | +9.7% | +12.7% |
| 3M | +6.4% | -4.4% | +10.7% | +7.3% |
| 6M | +13.2% | -1.9% | +15.2% | +13.4% |
| YTD | +10.8% | -12.1% | +22.8% | +13.3% |
| 1Y | +20.2% | -12.0% | +32.2% | +22.7% |
| 3Y | +46.5% | -25.0% | +71.5% | +53.5% |
| 5Y | +61.3% | -1.1% | +62.3% | +54.1% |
| 10Y | +324.8% | -47.6% | +372.4% | +313.7% |
| All | +324.8% | -47.8% | +372.6% | +313.7% |
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