+54.5%
WEC vs TAP
+2.0%
+52.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | +12.3% | +9.1% | +3.2% | +10.0% |
| 3M | +8.3% | -3.8% | +12.0% | +8.9% |
| 6M | +3.5% | -3.4% | +6.9% | +3.8% |
| YTD | +12.7% | -10.6% | +23.4% | +14.6% |
| 1Y | +8.2% | -4.4% | +12.6% | +8.0% |
| 3Y | +55.9% | -24.4% | +80.2% | +63.7% |
| All | +54.5% | +2.0% | +52.6% | +52.3% |
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