+339.2%
WMB vs QS
-47.4%
+386.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.1% |
| 7D | -1.7% | -5.0% | +3.3% | -1.5% |
| 30D | +0.7% | -18.3% | +19.0% | +1.2% |
| 3M | +1.5% | -26.0% | +27.5% | +2.1% |
| 6M | +0.1% | -24.0% | +24.1% | +0.4% |
| YTD | +22.9% | -50.3% | +73.2% | +24.6% |
| 1Y | +27.9% | -38.0% | +65.8% | +28.3% |
| 3Y | +139.1% | -24.6% | +163.7% | +134.0% |
| 5Y | +270.9% | -75.4% | +346.4% | +264.9% |
| All | +339.2% | -47.4% | +386.6% | +338.0% |
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