+324.5%
WST vs TAP
-52.1%
+376.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.2% |
| 7D | -0.3% | -2.3% | +2.0% | 0.0% |
| 30D | -4.6% | -9.4% | +4.8% | -3.6% |
| 3M | +5.7% | -0.8% | +6.5% | +5.7% |
| 6M | +37.6% | -14.7% | +52.3% | +39.6% |
| YTD | +23.0% | -13.9% | +37.0% | +24.7% |
| 1Y | +33.8% | -18.6% | +52.5% | +36.3% |
| 3Y | -13.4% | -32.0% | +18.7% | -10.5% |
| 5Y | -27.0% | -1.0% | -26.0% | -29.0% |
| 10Y | +324.5% | -51.4% | +375.9% | +343.1% |
| All | +324.5% | -52.1% | +376.6% | +343.1% |
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