-42.0%
WU vs TAP
+0.6%
-42.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +0.2% |
| 7D | -2.0% | +1.3% | -3.3% | -2.5% |
| 30D | +11.4% | +5.7% | +5.7% | +9.1% |
| 3M | -6.8% | -1.9% | -4.9% | -6.5% |
| 6M | -14.6% | +0.9% | -15.6% | -15.3% |
| YTD | -20.6% | -9.5% | -11.1% | -18.8% |
| 1Y | -15.4% | -9.0% | -6.4% | -13.7% |
| 3Y | -23.6% | -22.2% | -1.4% | -18.5% |
| All | -42.0% | +0.6% | -42.6% | -45.3% |
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