+149.0%
WMB vs QS
-19.7%
+168.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.2% |
| 7D | +0.8% | +2.2% | -1.4% | +0.7% |
| 30D | +7.7% | -8.1% | +15.8% | +7.9% |
| 3M | +6.7% | -27.0% | +33.7% | +7.4% |
| 6M | +3.6% | -16.4% | +20.1% | +3.7% |
| YTD | +28.0% | -46.4% | +74.4% | +29.5% |
| 1Y | +37.6% | -41.1% | +78.7% | +38.3% |
| 3Y | +149.0% | -18.6% | +167.7% | +140.6% |
| All | +149.0% | -19.7% | +168.7% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling