+259.9%
WMB vs QLD
+1,470.2%
-1,210.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +2.0% |
| 7D | -6.7% | -1.4% | -5.2% | -6.5% |
| 30D | -8.6% | -19.6% | +11.0% | -3.9% |
| 3M | -4.9% | -14.1% | +9.2% | -1.9% |
| 6M | -6.3% | -13.6% | +7.3% | -4.4% |
| YTD | +13.0% | +12.5% | +0.4% | +6.9% |
| 1Y | +14.9% | +13.1% | +1.8% | +8.4% |
| 3Y | +113.4% | +154.7% | -41.3% | +55.8% |
| 5Y | +190.2% | +81.1% | +109.1% | +119.6% |
| 10Y | +259.9% | +1,418.0% | -1,158.1% | +29.6% |
| All | +259.9% | +1,470.2% | -1,210.4% | +29.6% |
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