+4.7%
WY vs TAP
-49.9%
+54.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | -4.2% | -3.9% | -0.3% | -2.4% |
| 30D | -10.1% | -5.3% | -4.8% | -7.9% |
| 3M | -8.5% | -3.8% | -4.7% | -7.1% |
| 6M | -3.3% | -11.4% | +8.0% | +1.6% |
| YTD | -4.4% | -13.7% | +9.3% | +1.5% |
| 1Y | -11.5% | -17.2% | +5.7% | -4.5% |
| 3Y | -24.3% | -33.1% | +8.7% | -11.0% |
| 5Y | -21.3% | +0.8% | -22.1% | -28.0% |
| All | +4.7% | -49.9% | +54.6% | +6.4% |
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