+7,256.1%
QLD vs BBWI
+178.6%
+7,077.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.2% | -6.5% | -10.1% |
| 7D | -18.6% | -3.1% | -15.5% | -17.3% |
| 30D | -28.3% | +23.1% | -51.4% | -34.9% |
| 3M | -20.4% | +7.3% | -27.7% | -24.5% |
| 6M | -14.3% | +22.6% | -36.9% | -24.7% |
| YTD | +2.8% | +13.3% | -10.5% | -9.1% |
| 1Y | -1.2% | -2.6% | +1.4% | -8.9% |
| 3Y | +135.3% | -25.9% | +161.3% | +126.3% |
| 5Y | +62.6% | -66.7% | +129.3% | +116.0% |
| 10Y | +1,384.3% | -41.6% | +1,425.9% | +1,032.5% |
| All | +7,256.1% | +178.6% | +7,077.6% | +1,283.3% |
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