+3,978.4%
WEC vs TAP
+825.0%
+3,153.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.3% | -2.3% | +2.1% | 0.0% |
| 30D | -1.3% | -2.1% | +0.9% | -1.1% |
| 3M | -3.9% | +6.6% | -10.5% | -4.9% |
| 6M | -8.3% | -11.5% | +3.2% | -7.0% |
| YTD | +3.1% | -10.3% | +13.3% | +4.2% |
| 1Y | +1.9% | -14.4% | +16.3% | +3.6% |
| 3Y | +41.9% | -28.3% | +70.2% | +47.2% |
| 5Y | +30.8% | +1.7% | +29.1% | +28.6% |
| 10Y | +141.9% | -49.2% | +191.1% | +151.4% |
| All | +3,978.4% | +825.0% | +3,153.4% | +3,161.7% |
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