+23.7%
WMB vs QLD
+13.1%
+10.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.2% | -6.4% |
| 7D | -8.6% | -9.4% | +0.8% | -8.6% |
| 30D | -4.2% | -17.1% | +12.9% | -4.2% |
| 3M | -4.4% | -10.4% | +6.0% | -4.4% |
| 6M | -8.7% | +0.7% | -9.4% | -8.8% |
| YTD | +15.4% | +17.7% | -2.4% | +14.4% |
| 1Y | +23.7% | +14.7% | +9.1% | +23.2% |
| All | +23.7% | +13.1% | +10.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling