+458.6%
WST vs TAP
-46.0%
+504.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.9% |
| 7D | +4.2% | +1.3% | +3.0% | +4.1% |
| 30D | +11.2% | +5.7% | +5.5% | +10.5% |
| 3M | +20.4% | -1.9% | +22.3% | +20.4% |
| 6M | +37.9% | +0.9% | +36.9% | +37.4% |
| YTD | +51.8% | -9.5% | +61.3% | +52.9% |
| 1Y | +56.6% | -9.0% | +65.6% | +57.6% |
| 3Y | +24.2% | -22.2% | +46.5% | +25.9% |
| 5Y | +0.7% | +1.2% | -0.6% | -2.3% |
| All | +458.6% | -46.0% | +504.6% | +472.0% |
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