+309.8%
WMB vs QS
-54.8%
+364.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.6% |
| 7D | -6.9% | +8.0% | -14.9% | -7.1% |
| 30D | -7.2% | -2.8% | -4.3% | -7.2% |
| 3M | -5.4% | -28.1% | +22.7% | -4.7% |
| 6M | -4.9% | -41.0% | +36.1% | -3.9% |
| YTD | +14.7% | -57.3% | +72.0% | +16.6% |
| 1Y | +14.7% | -72.7% | +87.4% | +17.9% |
| 3Y | +116.4% | -18.6% | +135.0% | +111.3% |
| 5Y | +198.5% | -87.0% | +285.5% | +195.4% |
| All | +309.8% | -54.8% | +364.6% | +310.0% |
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