+91.8%
QLD vs BBWI
-67.2%
+158.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | -1.2% | -7.7% | +6.5% | +1.9% |
| 30D | -15.7% | +24.8% | -40.5% | -22.6% |
| 3M | -10.0% | +16.2% | -26.3% | -16.2% |
| 6M | -11.2% | +15.8% | -27.0% | -18.6% |
| YTD | +16.4% | +11.4% | +4.9% | +5.7% |
| 1Y | +12.7% | +3.2% | +9.5% | +3.4% |
| 3Y | +152.3% | -23.5% | +175.8% | +138.3% |
| 5Y | +91.8% | -67.4% | +159.2% | +220.7% |
| All | +91.8% | -67.2% | +158.9% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling