+1,351.8%
QLD vs BBWI
-43.7%
+1,395.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +3.5% |
| 7D | -10.3% | -6.2% | -4.1% | -8.5% |
| 30D | -26.1% | +19.9% | -46.0% | -30.3% |
| 3M | -17.8% | +7.1% | -24.9% | -20.6% |
| 6M | -15.6% | +13.7% | -29.2% | -20.8% |
| YTD | +5.4% | +9.6% | -4.2% | -1.8% |
| 1Y | +5.2% | -1.6% | +6.9% | -0.1% |
| 3Y | +139.4% | -25.9% | +165.3% | +137.3% |
| 5Y | +66.7% | -67.8% | +134.5% | +104.1% |
| All | +1,351.8% | -43.7% | +1,395.6% | +1,136.8% |
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