+20.8%
WCN vs TAP
-31.5%
+52.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.5% |
| 7D | -0.4% | -2.3% | +1.9% | -0.1% |
| 30D | -2.1% | -9.4% | +7.3% | -0.8% |
| 3M | +6.4% | -0.8% | +7.2% | +6.5% |
| 6M | -3.7% | -14.7% | +11.1% | -2.1% |
| YTD | -6.4% | -13.9% | +7.6% | -5.4% |
| 1Y | -7.9% | -18.6% | +10.7% | -6.3% |
| 3Y | +20.8% | -32.0% | +52.8% | +25.6% |
| All | +20.8% | -31.5% | +52.3% | +25.6% |
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