+113.4%
WMB vs QID
-71.8%
+185.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.8% | +10.5% | +2.7% |
| 7D | -6.7% | -0.8% | -5.9% | -6.5% |
| 30D | -8.6% | +20.1% | -28.6% | -5.9% |
| 3M | -4.9% | +11.8% | -16.7% | -3.0% |
| 6M | -6.3% | +5.5% | -11.8% | -4.9% |
| YTD | +13.0% | -21.5% | +34.5% | +9.5% |
| 1Y | +14.9% | -22.6% | +37.5% | +11.3% |
| 3Y | +113.4% | -72.3% | +185.7% | +88.7% |
| All | +113.4% | -71.8% | +185.2% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling