+281.4%
WMB vs QLD
+1,468.8%
-1,187.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | +7.8% | +7.0% | +0.8% | +6.0% |
| 30D | -5.1% | -14.3% | +9.2% | -1.8% |
| 3M | -4.7% | -16.0% | +11.3% | -1.1% |
| 6M | -7.4% | -14.2% | +6.8% | -5.4% |
| YTD | +17.5% | +12.8% | +4.7% | +11.1% |
| 1Y | +19.5% | +14.1% | +5.4% | +12.4% |
| 3Y | +121.3% | +146.0% | -24.7% | +63.1% |
| 5Y | +200.5% | +82.0% | +118.5% | +127.1% |
| All | +281.4% | +1,468.8% | -1,187.5% | +35.3% |
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