+1,450.1%
QLD vs BBWI
-44.4%
+1,494.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.8% | -4.2% | +0.5% | -2.4% |
| 30D | -20.5% | +24.9% | -45.4% | -25.9% |
| 3M | -14.6% | +13.2% | -27.8% | -18.8% |
| 6M | -14.7% | +12.1% | -26.8% | -19.6% |
| YTD | +11.2% | +11.1% | +0.1% | +3.3% |
| 1Y | +7.1% | +0.7% | +6.4% | +1.0% |
| 3Y | +141.1% | -23.8% | +164.9% | +136.9% |
| 5Y | +84.3% | -66.9% | +151.2% | +124.1% |
| 10Y | +1,450.1% | -45.3% | +1,495.4% | +1,194.8% |
| All | +1,450.1% | -44.4% | +1,494.5% | +1,194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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