+4,666.7%
WMB vs TAP
+821.1%
+3,845.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.8% |
| 7D | -13.8% | +0.5% | -14.3% | -14.2% |
| 30D | -10.3% | +9.1% | -19.5% | -12.7% |
| 3M | -10.1% | -3.8% | -6.3% | -9.8% |
| 6M | -11.8% | -3.4% | -8.4% | -11.9% |
| YTD | +8.9% | -10.6% | +19.6% | +10.4% |
| 1Y | +14.0% | -4.4% | +18.4% | +13.4% |
| 3Y | +100.5% | -24.4% | +124.9% | +108.9% |
| 5Y | +179.5% | +2.1% | +177.4% | +166.2% |
| 10Y | +272.7% | -48.7% | +321.5% | +304.3% |
| All | +4,666.7% | +821.1% | +3,845.6% | +3,061.2% |
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 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