+192.5%
WWD vs TAP
0.0%
+192.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.0% |
| 7D | +0.8% | -2.3% | +3.1% | +1.4% |
| 30D | -6.4% | -9.4% | +3.0% | -4.3% |
| 3M | -5.6% | -0.8% | -4.8% | -5.9% |
| 6M | -9.1% | -14.7% | +5.6% | -5.8% |
| YTD | +12.5% | -13.9% | +26.5% | +15.9% |
| 1Y | +41.3% | -18.6% | +60.0% | +47.7% |
| 3Y | +170.2% | -32.0% | +202.2% | +194.6% |
| 5Y | +192.5% | -1.0% | +193.5% | +157.0% |
| All | +192.5% | 0.0% | +192.5% | +157.0% |
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