+180.2%
WMB vs QLD
+61.4%
+118.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -12.7% | +7.4% | -3.3% |
| 7D | -14.2% | -18.6% | +4.4% | -11.5% |
| 30D | -11.2% | -28.3% | +17.0% | -6.8% |
| 3M | -9.9% | -20.4% | +10.5% | -6.9% |
| 6M | -14.4% | -14.3% | -0.1% | -13.3% |
| YTD | +9.2% | +2.8% | +6.5% | +6.9% |
| 1Y | +15.1% | -1.2% | +16.3% | +13.2% |
| 3Y | +99.2% | +135.3% | -36.1% | +65.6% |
| 5Y | +180.2% | +62.6% | +117.7% | +130.7% |
| All | +180.2% | +61.4% | +118.8% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling