+282.8%
WMB vs QS
-75.6%
+358.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | -0.6% |
| 7D | 0.0% | -4.2% | +4.2% | +0.2% |
| 30D | +4.6% | -15.7% | +20.3% | +5.3% |
| 3M | +5.7% | -28.7% | +34.4% | +6.9% |
| 6M | +4.2% | -23.2% | +27.4% | +4.7% |
| YTD | +26.8% | -49.9% | +76.8% | +29.7% |
| 1Y | +34.7% | -38.8% | +73.5% | +35.3% |
| 3Y | +146.8% | -24.0% | +170.8% | +135.9% |
| All | +282.8% | -75.6% | +358.4% | +285.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling