-40.4%
WU vs TAP
-49.9%
+9.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | -3.5% | -3.9% | +0.4% | -2.1% |
| 30D | -2.9% | -5.3% | +2.3% | -1.1% |
| 3M | -2.3% | -3.8% | +1.5% | -1.1% |
| 6M | -25.4% | -11.4% | -14.0% | -22.5% |
| YTD | -21.2% | -13.7% | -7.5% | -17.7% |
| 1Y | -8.9% | -17.2% | +8.3% | -3.7% |
| 3Y | -29.0% | -33.1% | +4.1% | -19.8% |
| 5Y | -50.7% | +0.8% | -51.5% | -53.4% |
| All | -40.4% | -49.9% | +9.5% | -33.7% |
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