+280.9%
WMB vs TAP
-47.8%
+328.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +1.6% | -8.0% | +9.6% | +4.3% |
| 30D | -7.1% | +4.1% | -11.1% | -8.9% |
| 3M | -4.0% | -4.4% | +0.4% | -3.5% |
| 6M | -5.7% | -1.9% | -3.8% | -6.4% |
| YTD | +17.2% | -12.1% | +29.2% | +19.9% |
| 1Y | +17.2% | -12.0% | +29.2% | +19.6% |
| 3Y | +121.1% | -25.0% | +146.1% | +134.0% |
| 5Y | +197.2% | -1.1% | +198.3% | +171.1% |
| 10Y | +280.9% | -47.6% | +328.6% | +278.3% |
| All | +280.9% | -47.8% | +328.8% | +278.3% |
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 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