+5,202.4%
WPM vs TAP
+120.5%
+5,081.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +4.2% |
| 7D | +16.9% | +0.5% | +16.4% | +16.7% |
| 30D | +2.0% | +9.1% | -7.2% | -1.0% |
| 3M | +8.9% | -3.8% | +12.7% | +9.6% |
| 6M | +1.6% | -3.4% | +5.0% | +1.4% |
| YTD | +16.5% | -10.6% | +27.1% | +18.6% |
| 1Y | +42.2% | -4.4% | +46.6% | +41.5% |
| 3Y | +213.3% | -24.4% | +237.7% | +228.6% |
| 5Y | +249.9% | +2.1% | +247.8% | +226.5% |
| 10Y | +549.4% | -48.7% | +598.1% | +648.5% |
| All | +5,202.4% | +120.5% | +5,081.8% | +2,675.8% |
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 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