+776.2%
WMB vs QID
-100.0%
+876.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +2.1% |
| 7D | -6.9% | +1.8% | -8.7% | -5.7% |
| 30D | -7.2% | +21.6% | -28.8% | +1.9% |
| 3M | -5.4% | +12.6% | -18.1% | +0.6% |
| 6M | -4.9% | +6.9% | -11.8% | -0.4% |
| YTD | +14.7% | -20.5% | +35.2% | +6.1% |
| 1Y | +14.7% | -18.1% | +32.8% | +7.8% |
| 3Y | +116.4% | -70.7% | +187.1% | +37.2% |
| 5Y | +198.5% | -77.2% | +275.8% | +90.8% |
| 10Y | +266.3% | -99.0% | +365.3% | -48.3% |
| All | +776.2% | -100.0% | +876.2% | -71.6% |
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