+260.0%
WPM vs TAP
0.0%
+260.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.7% |
| 7D | +7.0% | -2.3% | +9.3% | +7.4% |
| 30D | +15.7% | -9.4% | +25.1% | +17.4% |
| 3M | +35.2% | -0.8% | +36.0% | +35.0% |
| 6M | +6.1% | -14.7% | +20.8% | +8.6% |
| YTD | +32.6% | -13.9% | +46.5% | +35.1% |
| 1Y | +46.9% | -18.6% | +65.5% | +51.0% |
| 3Y | +276.3% | -32.0% | +308.3% | +297.9% |
| 5Y | +260.0% | -1.0% | +261.0% | +259.2% |
| All | +260.0% | 0.0% | +260.0% | +259.2% |
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