+115.1%
WCC vs TAP
-23.7%
+138.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.3% |
| 7D | -14.7% | +0.5% | -15.2% | -14.8% |
| 30D | -20.1% | +9.1% | -29.2% | -21.0% |
| 3M | -21.2% | -3.8% | -17.4% | -20.9% |
| 6M | -19.2% | -3.4% | -15.7% | -19.1% |
| YTD | +20.2% | -10.6% | +30.9% | +22.0% |
| 1Y | +14.5% | -4.4% | +18.9% | +13.6% |
| 3Y | +115.1% | -24.4% | +139.5% | +120.7% |
| All | +115.1% | -23.7% | +138.8% | +120.7% |
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