+437.9%
WWD vs TAP
-46.0%
+483.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -1.9% |
| 7D | +4.0% | +1.3% | +2.7% | +3.4% |
| 30D | +0.4% | +5.7% | -5.3% | -2.5% |
| 3M | -7.9% | -1.9% | -6.0% | -8.1% |
| 6M | -10.6% | +0.9% | -11.6% | -12.6% |
| YTD | +9.4% | -9.5% | +18.9% | +11.3% |
| 1Y | +25.7% | -9.0% | +34.7% | +27.3% |
| 3Y | +148.5% | -22.2% | +170.8% | +159.7% |
| 5Y | +189.5% | +1.2% | +188.3% | +157.2% |
| All | +437.9% | -46.0% | +483.9% | +387.4% |
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 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