+582.0%
WY vs TAP
+806.5%
-224.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -5.1% | -8.0% | +2.9% | -2.8% |
| 30D | +9.0% | +4.1% | +5.0% | +7.9% |
| 3M | -16.7% | -4.4% | -12.4% | -15.7% |
| 6M | -10.3% | -1.9% | -8.3% | -9.9% |
| YTD | -10.5% | -12.1% | +1.5% | -7.7% |
| 1Y | -5.9% | -12.0% | +6.2% | -3.0% |
| 3Y | -24.7% | -25.0% | +0.3% | -19.6% |
| 5Y | -31.5% | -1.1% | -30.4% | -32.9% |
| 10Y | +4.7% | -47.6% | +52.4% | +16.2% |
| All | +582.0% | +806.5% | -224.5% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling