-2.0%
WST vs TAP
+2.0%
-3.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.1% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | +9.1% | +9.1% | -0.1% | +8.6% |
| 3M | +14.7% | -3.8% | +18.5% | +14.9% |
| 6M | +28.0% | -3.4% | +31.4% | +28.1% |
| YTD | +45.6% | -10.6% | +56.3% | +46.3% |
| 1Y | +45.7% | -4.4% | +50.1% | +46.0% |
| 3Y | +21.1% | -24.4% | +45.4% | +23.1% |
| All | -2.0% | +2.0% | -3.9% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling