+238.5%
WCN vs TAP
-51.4%
+289.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.0% |
| 7D | -1.7% | -5.1% | +3.4% | -0.8% |
| 30D | -3.0% | -8.4% | +5.5% | -1.4% |
| 3M | +2.5% | -3.9% | +6.5% | +3.2% |
| 6M | -5.7% | -14.4% | +8.7% | -3.2% |
| YTD | -7.4% | -14.7% | +7.3% | -5.2% |
| 1Y | -8.6% | -18.7% | +10.1% | -5.7% |
| 3Y | +19.4% | -32.6% | +52.0% | +26.7% |
| 5Y | +27.2% | -1.4% | +28.6% | +23.0% |
| 10Y | +238.5% | -50.4% | +288.9% | +250.9% |
| All | +238.5% | -51.4% | +289.9% | +250.9% |
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