+461.1%
WWD vs TAP
-48.8%
+510.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | +0.4% | -4.5% | +4.9% | +2.2% |
| 30D | -0.4% | +7.5% | -7.9% | -4.0% |
| 3M | -6.1% | -4.9% | -1.2% | -5.1% |
| 6M | -9.5% | -3.5% | -6.0% | -9.8% |
| YTD | +10.8% | -11.4% | +22.2% | +13.7% |
| 1Y | +23.5% | -10.8% | +34.3% | +26.0% |
| 3Y | +151.3% | -24.5% | +175.7% | +166.0% |
| 5Y | +187.8% | +2.5% | +185.4% | +153.4% |
| 10Y | +461.1% | -47.6% | +508.7% | +409.0% |
| All | +461.1% | -48.8% | +510.0% | +409.0% |
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