+195.2%
WEC vs TAP
-47.7%
+242.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.7% | -6.3% | +5.6% | +0.9% |
| 30D | +11.0% | +2.7% | +8.3% | +10.1% |
| 3M | +8.6% | -3.7% | +12.3% | +9.3% |
| 6M | +6.2% | -2.0% | +8.2% | +6.1% |
| YTD | +14.3% | -12.3% | +26.6% | +17.0% |
| 1Y | +8.4% | -10.1% | +18.4% | +10.0% |
| 3Y | +62.9% | -25.3% | +88.1% | +71.7% |
| 5Y | +55.8% | -1.9% | +57.8% | +50.9% |
| All | +195.2% | -47.7% | +242.9% | +189.9% |
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