+121.0%
QLD vs BBWI
-66.0%
+187.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.7% |
| 7D | +0.6% | +1.5% | -0.9% | 0.0% |
| 30D | -0.1% | -5.2% | +5.1% | +1.1% |
| 3M | -8.4% | +11.1% | -19.5% | -13.5% |
| 6M | +32.2% | -13.4% | +45.6% | +35.1% |
| YTD | +28.9% | +0.1% | +28.8% | +22.8% |
| 1Y | +43.8% | -36.1% | +80.0% | +62.2% |
| 3Y | +176.6% | -44.1% | +220.7% | +203.8% |
| All | +121.0% | -66.0% | +187.0% | +238.0% |
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