+298.4%
WMB vs QXO
+34.5%
+263.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.0% | -7.8% | +6.8% | -1.0% |
| 30D | -0.4% | -18.1% | +17.7% | -0.2% |
| 3M | +3.2% | -25.8% | +29.0% | +3.5% |
| 6M | +0.1% | -41.7% | +41.8% | +0.6% |
| YTD | +23.9% | -36.2% | +60.0% | +24.3% |
| 1Y | +27.6% | -42.1% | +69.7% | +28.1% |
| 3Y | +141.9% | -46.2% | +188.1% | +130.6% |
| 5Y | +273.8% | -70.7% | +344.5% | +258.0% |
| All | +298.4% | +34.5% | +263.9% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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