+550.8%
WPM vs TAP
-51.4%
+602.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +3.9% | -5.1% | +9.0% | +4.6% |
| 30D | +17.7% | -8.4% | +26.1% | +19.0% |
| 3M | +39.4% | -3.9% | +43.4% | +39.9% |
| 6M | +6.4% | -14.4% | +20.8% | +8.3% |
| YTD | +34.0% | -14.7% | +48.7% | +36.2% |
| 1Y | +50.5% | -18.7% | +69.2% | +53.8% |
| 3Y | +280.3% | -32.6% | +312.9% | +296.2% |
| 5Y | +266.3% | -1.4% | +267.7% | +262.7% |
| 10Y | +550.8% | -50.4% | +601.2% | +705.8% |
| All | +550.8% | -51.4% | +602.2% | +705.8% |
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