+175.0%
WWD vs TAP
+2.0%
+173.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.9% | +4.4% |
| 7D | +4.2% | +0.5% | +3.6% | +3.9% |
| 30D | -2.1% | +9.1% | -11.3% | -4.4% |
| 3M | -13.2% | -3.8% | -9.4% | -12.8% |
| 6M | -16.9% | -3.4% | -13.4% | -16.8% |
| YTD | +5.2% | -10.6% | +15.9% | +7.0% |
| 1Y | +20.6% | -4.4% | +25.0% | +19.9% |
| 3Y | +146.3% | -24.4% | +170.7% | +156.3% |
| All | +175.0% | +2.0% | +173.0% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling