+1,542.6%
QLD vs BBWI
-48.2%
+1,590.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.2% |
| 7D | +12.5% | -4.5% | +17.0% | +14.0% |
| 30D | -15.7% | +17.1% | -32.8% | -19.9% |
| 3M | -11.9% | +17.5% | -29.4% | -17.2% |
| 6M | -10.3% | +12.8% | -23.1% | -15.6% |
| YTD | +15.6% | +8.2% | +7.4% | +8.2% |
| 1Y | +12.1% | -1.8% | +13.9% | +6.5% |
| 3Y | +150.7% | -25.8% | +176.4% | +148.3% |
| 5Y | +86.6% | -68.0% | +154.6% | +129.1% |
| All | +1,542.6% | -48.2% | +1,590.8% | +1,283.8% |
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