+5,214.4%
WPM vs TAP
+118.6%
+5,095.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.2% |
| 7D | +16.4% | -4.5% | +20.9% | +17.9% |
| 30D | -1.5% | +7.5% | -8.9% | -3.9% |
| 3M | +2.6% | -4.9% | +7.4% | +3.5% |
| 6M | -1.3% | -3.5% | +2.2% | -1.5% |
| YTD | +16.8% | -11.4% | +28.2% | +19.2% |
| 1Y | +34.1% | -10.8% | +44.9% | +36.3% |
| 3Y | +225.1% | -24.5% | +249.6% | +241.0% |
| 5Y | +234.5% | +2.5% | +232.0% | +211.5% |
| 10Y | +674.1% | -47.6% | +721.7% | +778.7% |
| All | +5,214.4% | +118.6% | +5,095.8% | +2,688.5% |
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