+451.2%
WST vs TAP
-47.8%
+499.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +1.0% | -8.0% | +9.0% | +1.8% |
| 30D | +12.3% | +4.1% | +8.2% | +11.7% |
| 3M | +17.5% | -4.4% | +21.9% | +17.9% |
| 6M | +28.2% | -1.9% | +30.1% | +28.1% |
| YTD | +50.4% | -12.1% | +62.5% | +51.9% |
| 1Y | +49.3% | -12.0% | +61.3% | +50.7% |
| 3Y | +21.8% | -25.0% | +46.8% | +24.0% |
| 5Y | +0.3% | -1.1% | +1.4% | -2.5% |
| 10Y | +451.2% | -47.6% | +498.8% | +471.3% |
| All | +451.2% | -47.8% | +499.0% | +471.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling