+281.4%
WMB vs QID
-99.0%
+380.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | +0.1% |
| 7D | +7.8% | -7.1% | +15.0% | +6.1% |
| 30D | -5.1% | +12.6% | -17.7% | -1.7% |
| 3M | -4.7% | +14.2% | -19.0% | -0.8% |
| 6M | -7.4% | +6.2% | -13.6% | -4.8% |
| YTD | +17.5% | -21.8% | +39.3% | +12.3% |
| 1Y | +19.5% | -23.1% | +42.6% | +13.8% |
| 3Y | +121.3% | -71.3% | +192.6% | +70.7% |
| 5Y | +200.5% | -77.0% | +277.5% | +140.4% |
| All | +281.4% | -99.0% | +380.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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