+933.7%
WMB vs QLD
+9,036.4%
-8,102.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | +3.3% | -0.1% | +3.4% | +3.1% |
| 3M | +3.1% | -8.4% | +11.5% | +4.9% |
| 6M | -0.7% | +32.2% | -32.9% | -15.0% |
| YTD | +25.2% | +28.9% | -3.7% | +7.7% |
| 1Y | +32.9% | +43.8% | -11.0% | +7.8% |
| 3Y | +140.6% | +176.6% | -36.0% | +33.4% |
| 5Y | +273.5% | +121.6% | +151.9% | +100.0% |
| 10Y | +334.2% | +1,652.9% | -1,318.7% | -45.4% |
| All | +933.7% | +9,036.4% | -8,102.7% | -64.1% |
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