+264.5%
WMB vs QLD
+1,375.1%
-1,110.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.9% |
| 7D | -13.8% | -10.3% | -3.5% | -11.6% |
| 30D | -10.3% | -26.1% | +15.7% | -3.8% |
| 3M | -10.1% | -17.8% | +7.7% | -6.2% |
| 6M | -11.8% | -15.6% | +3.7% | -9.7% |
| YTD | +8.9% | +5.4% | +3.6% | +4.8% |
| 1Y | +14.0% | +5.2% | +8.7% | +9.4% |
| 3Y | +100.5% | +139.4% | -38.9% | +48.5% |
| 5Y | +179.5% | +66.7% | +112.8% | +116.2% |
| All | +264.5% | +1,375.1% | -1,110.6% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling