+1,631.1%
QLD vs BBWI
-54.8%
+1,685.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.5% |
| 7D | +0.6% | +1.5% | -0.9% | +0.1% |
| 30D | -0.1% | -5.2% | +5.1% | +0.9% |
| 3M | -8.4% | +11.1% | -19.5% | -12.4% |
| 6M | +32.2% | -13.4% | +45.6% | +34.5% |
| YTD | +28.9% | +0.1% | +28.8% | +24.5% |
| 1Y | +43.8% | -36.1% | +80.0% | +56.9% |
| 3Y | +176.6% | -44.1% | +220.7% | +200.5% |
| 5Y | +121.6% | -66.2% | +187.8% | +171.5% |
| All | +1,631.1% | -54.8% | +1,685.9% | +1,505.4% |
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