+31.7%
WEC vs TAP
0.0%
+31.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.9% |
| 7D | +0.8% | -2.3% | +3.1% | +1.3% |
| 30D | +0.3% | -9.4% | +9.7% | +2.4% |
| 3M | -2.9% | -0.8% | -2.1% | -3.1% |
| 6M | -5.9% | -14.7% | +8.8% | -3.0% |
| YTD | +4.1% | -13.9% | +18.1% | +6.8% |
| 1Y | +3.1% | -18.6% | +21.8% | +7.0% |
| 3Y | +40.8% | -32.0% | +72.8% | +51.1% |
| 5Y | +31.7% | -1.0% | +32.7% | +32.2% |
| All | +31.7% | 0.0% | +31.7% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling