+495.3%
WWD vs TAP
-51.4%
+546.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | +0.6% | -5.1% | +5.7% | +2.8% |
| 30D | -5.1% | -8.4% | +3.3% | -1.8% |
| 3M | -11.2% | -3.9% | -7.3% | -10.6% |
| 6M | -12.0% | -14.4% | +2.3% | -7.2% |
| YTD | +12.0% | -14.7% | +26.7% | +17.7% |
| 1Y | +42.8% | -18.7% | +61.5% | +52.2% |
| 3Y | +168.9% | -32.6% | +201.6% | +202.7% |
| 5Y | +192.2% | -1.4% | +193.6% | +163.5% |
| 10Y | +495.3% | -50.4% | +545.7% | +445.7% |
| All | +495.3% | -51.4% | +546.6% | +445.7% |
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