+295.5%
WMB vs QSR
+135.2%
+160.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.8% | -4.0% | +2.3% | -0.1% |
| 30D | -1.2% | +2.8% | -3.9% | -2.5% |
| 3M | +2.5% | +5.1% | -2.6% | -0.2% |
| 6M | -0.7% | +8.8% | -9.5% | -5.0% |
| YTD | +23.0% | +14.8% | +8.1% | +14.3% |
| 1Y | +26.7% | +25.7% | +1.0% | +12.7% |
| 3Y | +140.2% | +27.5% | +112.6% | +105.7% |
| 5Y | +271.1% | +41.3% | +229.8% | +195.1% |
| All | +295.5% | +135.2% | +160.4% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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