+6,581.2%
WCN vs TAP
+293.0%
+6,288.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.6% | -2.3% | +1.7% | -0.2% |
| 30D | +0.4% | -2.1% | +2.6% | +0.8% |
| 3M | +7.3% | +6.6% | +0.7% | +6.0% |
| 6M | -2.5% | -11.5% | +9.0% | -0.6% |
| YTD | -5.4% | -10.3% | +4.9% | -4.0% |
| 1Y | -8.5% | -14.4% | +5.9% | -6.5% |
| 3Y | +20.8% | -28.3% | +49.1% | +26.3% |
| 5Y | +30.0% | +1.7% | +28.3% | +26.0% |
| 10Y | +238.4% | -49.2% | +287.6% | +257.6% |
| All | +6,581.2% | +293.0% | +6,288.2% | +5,174.8% |
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 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