-21.9%
WU vs TAP
+92.3%
-114.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.8% | -2.3% | +1.5% | +0.1% |
| 30D | -1.1% | -2.1% | +1.0% | -0.4% |
| 3M | -3.9% | +6.6% | -10.5% | -6.5% |
| 6M | -20.7% | -11.5% | -9.2% | -17.3% |
| YTD | -18.4% | -10.3% | -8.1% | -15.7% |
| 1Y | -8.1% | -14.4% | +6.3% | -3.7% |
| 3Y | -24.2% | -28.3% | +4.1% | -16.0% |
| 5Y | -50.4% | +1.7% | -52.2% | -53.4% |
| 10Y | -40.0% | -49.2% | +9.2% | -29.8% |
| All | -21.9% | +92.3% | -114.2% | -51.4% |
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