+856.2%
WMB vs QID
-100.0%
+956.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | 0.0% |
| 7D | +0.6% | -0.6% | +1.2% | +0.3% |
| 30D | +3.3% | 0.0% | +3.3% | +3.3% |
| 3M | +3.1% | +3.7% | -0.6% | +5.5% |
| 6M | -0.7% | -29.9% | +29.1% | -14.1% |
| YTD | +25.2% | -28.8% | +53.9% | +9.3% |
| 1Y | +32.9% | -37.2% | +70.0% | +10.2% |
| 3Y | +140.6% | -73.7% | +214.3% | +44.7% |
| 5Y | +273.5% | -80.7% | +354.2% | +119.0% |
| 10Y | +334.2% | -99.1% | +433.3% | -41.6% |
| All | +856.2% | -100.0% | +956.1% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling