+319.7%
WMB vs QS
-62.6%
+382.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.4% |
| 7D | +7.8% | -14.0% | +21.8% | +8.2% |
| 30D | -5.1% | -6.4% | +1.3% | -5.0% |
| 3M | -4.7% | -40.3% | +35.5% | -3.6% |
| 6M | -7.4% | -57.5% | +50.1% | -5.7% |
| YTD | +17.5% | -64.7% | +82.2% | +20.0% |
| 1Y | +19.5% | -72.9% | +92.4% | +22.8% |
| 3Y | +121.3% | -33.5% | +154.7% | +117.1% |
| 5Y | +200.5% | -90.5% | +291.0% | +198.9% |
| All | +319.7% | -62.6% | +382.3% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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