+852.9%
WMB vs QLD
+8,245.8%
-7,392.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.2% | -7.2% |
| 7D | -8.6% | -9.4% | +0.8% | -4.9% |
| 30D | -4.2% | -17.1% | +12.9% | +3.4% |
| 3M | -4.4% | -10.4% | +6.0% | -0.7% |
| 6M | -8.7% | +0.7% | -9.4% | -11.9% |
| YTD | +15.4% | +17.7% | -2.4% | +2.6% |
| 1Y | +23.7% | +14.7% | +9.1% | +10.8% |
| 3Y | +110.4% | +169.6% | -59.2% | +17.6% |
| 5Y | +198.9% | +86.7% | +112.3% | +73.7% |
| 10Y | +294.7% | +1,600.8% | -1,306.0% | -50.5% |
| All | +852.9% | +8,245.8% | -7,392.9% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling