+266.3%
WMB vs TAP
-48.8%
+315.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -6.9% | -4.5% | -2.4% | -5.6% |
| 30D | -7.2% | +7.5% | -14.6% | -10.0% |
| 3M | -5.4% | -4.9% | -0.6% | -4.7% |
| 6M | -4.9% | -3.5% | -1.4% | -5.1% |
| YTD | +14.7% | -11.4% | +26.1% | +17.1% |
| 1Y | +14.7% | -10.8% | +25.5% | +16.5% |
| 3Y | +116.4% | -24.5% | +140.8% | +128.6% |
| 5Y | +198.5% | +2.5% | +196.1% | +168.3% |
| 10Y | +266.3% | -47.6% | +313.9% | +263.2% |
| All | +266.3% | -48.8% | +315.1% | +263.2% |
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 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