+7,705.6%
WCN vs TAP
+285.1%
+7,420.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.4% | -8.0% | +8.4% | +2.0% |
| 30D | +25.3% | +4.1% | +21.2% | +24.4% |
| 3M | +15.4% | -4.4% | +19.8% | +16.3% |
| 6M | +27.8% | -1.9% | +29.8% | +28.1% |
| YTD | +10.6% | -12.1% | +22.6% | +12.5% |
| 1Y | +15.8% | -12.0% | +27.8% | +17.7% |
| 3Y | +50.3% | -25.0% | +75.3% | +55.9% |
| 5Y | +46.9% | -1.1% | +48.0% | +43.2% |
| 10Y | +318.8% | -47.6% | +366.4% | +340.1% |
| All | +7,705.6% | +285.1% | +7,420.4% | +6,082.1% |
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