+217.7%
WMB vs QSR
+218.5%
-0.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.6% | +2.4% | -1.9% | -0.6% |
| 30D | +3.3% | +7.6% | -4.4% | -0.7% |
| 3M | +3.1% | +12.6% | -9.5% | -3.4% |
| 6M | -0.7% | +14.4% | -15.1% | -8.2% |
| YTD | +25.2% | +19.6% | +5.5% | +12.5% |
| 1Y | +32.9% | +33.9% | -1.0% | +12.1% |
| 3Y | +140.6% | +27.1% | +113.4% | +101.2% |
| 5Y | +273.5% | +48.5% | +224.9% | +177.4% |
| 10Y | +334.2% | +126.2% | +208.0% | +108.2% |
| All | +217.7% | +218.5% | -0.8% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling