+175.8%
WWD vs TAP
-28.6%
+204.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +1.3% | -2.3% | +3.6% | +1.4% |
| 30D | -7.2% | -2.1% | -5.0% | -7.1% |
| 3M | -3.8% | +6.6% | -10.5% | -4.2% |
| 6M | -9.9% | -11.5% | +1.6% | -9.3% |
| YTD | +14.8% | -10.3% | +25.1% | +15.4% |
| 1Y | +42.1% | -14.4% | +56.5% | +43.4% |
| All | +175.8% | -28.6% | +204.3% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling