+130.8%
WMT vs TAP
-0.5%
+131.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -0.2% | -5.1% | +4.8% | +0.7% |
| 30D | -5.8% | -8.4% | +2.6% | -4.4% |
| 3M | -10.8% | -3.9% | -6.8% | -10.3% |
| 6M | -14.3% | -14.4% | 0.0% | -12.3% |
| YTD | -4.4% | -14.7% | +10.3% | -2.0% |
| 1Y | +4.3% | -18.7% | +23.0% | +7.8% |
| 3Y | +100.1% | -32.6% | +132.7% | +112.5% |
| 5Y | +130.8% | -1.4% | +132.2% | +131.2% |
| All | +130.8% | -0.5% | +131.4% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling