+42.9%
WST vs TAP
+4.4%
+38.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.3% |
| 7D | +1.3% | +9.9% | -8.7% | +0.7% |
| 30D | +8.5% | +18.1% | -9.6% | +7.1% |
| 3M | +17.2% | +3.2% | +14.0% | +17.2% |
| 6M | +36.3% | +8.4% | +27.8% | +35.4% |
| YTD | +48.9% | -4.4% | +53.3% | +52.4% |
| 1Y | +42.9% | +3.2% | +39.7% | +46.4% |
| All | +42.9% | +4.4% | +38.5% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling