+5,928.6%
WPM vs TAP
+121.5%
+5,807.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +1.1% | -2.3% | +3.4% | +1.8% |
| 30D | +26.4% | -2.1% | +28.5% | +27.2% |
| 3M | +20.8% | +6.6% | +14.2% | +17.9% |
| 6M | +1.1% | -11.5% | +12.6% | +4.1% |
| YTD | +32.5% | -10.3% | +42.7% | +35.4% |
| 1Y | +51.5% | -14.4% | +65.9% | +56.5% |
| 3Y | +267.0% | -28.3% | +295.3% | +293.2% |
| 5Y | +250.1% | +1.7% | +248.4% | +228.0% |
| 10Y | +540.4% | -49.2% | +589.6% | +646.8% |
| All | +5,928.6% | +121.5% | +5,807.2% | +3,067.6% |
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