+5,376.0%
WMB vs TAP
+825.0%
+4,551.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | -2.3% | +2.9% | +1.1% |
| 30D | +3.3% | -2.1% | +5.4% | +3.7% |
| 3M | +3.1% | +6.6% | -3.5% | +1.1% |
| 6M | -0.7% | -11.5% | +10.8% | +1.8% |
| YTD | +25.2% | -10.3% | +35.4% | +27.4% |
| 1Y | +32.9% | -14.4% | +47.3% | +36.5% |
| 3Y | +140.6% | -28.3% | +168.8% | +155.0% |
| 5Y | +273.5% | +1.7% | +271.7% | +257.8% |
| 10Y | +334.2% | -49.2% | +383.4% | +374.3% |
| All | +5,376.0% | +825.0% | +4,551.0% | +3,547.4% |
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