+9,127.5%
QLD vs BBWI
+146.1%
+8,981.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.9% |
| 7D | +0.6% | +1.5% | -0.9% | -0.1% |
| 30D | -0.1% | -5.2% | +5.1% | +1.2% |
| 3M | -8.4% | +11.1% | -19.5% | -14.2% |
| 6M | +32.2% | -13.4% | +45.6% | +34.8% |
| YTD | +28.9% | +0.1% | +28.8% | +21.8% |
| 1Y | +43.8% | -36.1% | +80.0% | +61.1% |
| 3Y | +176.6% | -44.1% | +220.7% | +204.3% |
| 5Y | +121.6% | -66.2% | +187.8% | +194.7% |
| 10Y | +1,652.9% | -54.8% | +1,707.7% | +1,463.2% |
| All | +9,127.5% | +146.1% | +8,981.3% | +1,754.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling