+12,330.1%
WST vs TAP
+825.0%
+11,505.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.7% | -2.3% | +3.1% | +1.0% |
| 30D | -3.1% | -2.1% | -1.0% | -2.9% |
| 3M | +7.2% | +6.6% | +0.6% | +6.3% |
| 6M | +36.8% | -11.5% | +48.3% | +38.4% |
| YTD | +23.8% | -10.3% | +34.1% | +25.0% |
| 1Y | +37.8% | -14.4% | +52.2% | +39.7% |
| 3Y | -15.9% | -28.3% | +12.4% | -13.9% |
| 5Y | -25.8% | +1.7% | -27.5% | -27.7% |
| 10Y | +319.6% | -49.2% | +368.8% | +333.0% |
| All | +12,330.1% | +825.0% | +11,505.1% | +10,196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling