+26,336.4%
WM vs TAP
+825.0%
+25,511.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -0.3% | -2.3% | +2.0% | 0.0% |
| 30D | -2.4% | -2.1% | -0.2% | -2.1% |
| 3M | +0.4% | +6.6% | -6.2% | -0.6% |
| 6M | -9.5% | -11.5% | +2.0% | -8.0% |
| YTD | +0.5% | -10.3% | +10.8% | +1.8% |
| 1Y | -1.1% | -14.4% | +13.3% | +0.7% |
| 3Y | +46.0% | -28.3% | +74.3% | +51.6% |
| 5Y | +51.8% | +1.7% | +50.1% | +48.4% |
| 10Y | +307.5% | -49.2% | +356.7% | +324.8% |
| All | +26,336.4% | +825.0% | +25,511.4% | +22,221.1% |
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