+37.8%
WST vs TAP
-14.5%
+52.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.7% | -2.3% | +3.1% | +1.0% |
| 30D | -3.1% | -2.1% | -1.0% | -3.0% |
| 3M | +7.2% | +6.6% | +0.6% | +6.4% |
| 6M | +36.8% | -11.5% | +48.3% | +38.2% |
| YTD | +23.8% | -10.3% | +34.1% | +26.4% |
| 1Y | +37.8% | -14.4% | +52.2% | +48.6% |
| All | +37.8% | -14.5% | +52.3% | +48.6% |
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 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