+1,418.0%
QLD vs BWA
+101.5%
+1,316.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.4% | +1.4% | +3.5% |
| 7D | -1.4% | -0.6% | -0.8% | -0.7% |
| 30D | -19.6% | -16.1% | -3.5% | -10.2% |
| 3M | -14.1% | -24.6% | +10.5% | +1.6% |
| 6M | -13.6% | -15.7% | +2.1% | -4.7% |
| YTD | +12.5% | +15.1% | -2.5% | -0.8% |
| 1Y | +13.1% | +15.9% | -2.7% | -1.0% |
| 3Y | +154.7% | +67.1% | +87.6% | +69.8% |
| 5Y | +81.1% | +34.7% | +46.3% | +35.5% |
| 10Y | +1,418.0% | +99.5% | +1,318.5% | +805.0% |
| All | +1,418.0% | +101.5% | +1,316.5% | +805.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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