+29,154.7%
WM vs TAP
+864.5%
+28,290.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | +4.5% | +7.7% | -3.2% | +3.3% |
| 30D | +16.1% | +14.4% | +1.6% | +13.7% |
| 3M | +8.0% | +2.0% | +6.0% | +7.6% |
| 6M | +8.4% | +2.5% | +5.9% | +7.8% |
| YTD | +11.2% | -6.4% | +17.6% | +11.8% |
| 1Y | +22.3% | -2.3% | +24.6% | +22.1% |
| 3Y | +50.2% | -20.3% | +70.6% | +53.5% |
| 5Y | +63.3% | +6.9% | +56.4% | +58.5% |
| 10Y | +355.0% | -46.3% | +401.4% | +370.4% |
| All | +29,154.7% | +864.5% | +28,290.2% | +24,427.9% |
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