+49.4%
WST vs TAP
-11.8%
+61.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +1.1% | -8.0% | +9.1% | +1.6% |
| 30D | +12.4% | +4.1% | +8.3% | +11.9% |
| 3M | +17.6% | -4.4% | +21.9% | +18.1% |
| 6M | +28.3% | -1.9% | +30.2% | +28.3% |
| YTD | +50.5% | -12.1% | +62.6% | +55.8% |
| 1Y | +49.4% | -12.0% | +61.4% | +54.6% |
| All | +49.4% | -11.8% | +61.2% | +54.6% |
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