+49.4%
WCN vs TAP
-23.3%
+72.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.6% | -4.5% | +7.1% | +3.5% |
| 30D | +25.3% | +7.5% | +17.8% | +24.0% |
| 3M | +15.2% | -4.9% | +20.1% | +16.0% |
| 6M | +26.4% | -3.5% | +29.9% | +26.8% |
| YTD | +9.9% | -11.4% | +21.3% | +10.6% |
| 1Y | +16.2% | -10.8% | +27.0% | +16.7% |
| 3Y | +49.4% | -24.5% | +73.9% | +50.8% |
| All | +49.4% | -23.3% | +72.7% | +50.8% |
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