+8.4%
QLD vs BWA
+15.7%
-7.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.4% | +1.4% | +4.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.1% |
| 30D | -19.6% | -16.1% | -3.5% | -13.8% |
| 3M | -14.1% | -24.6% | +10.5% | -4.4% |
| 6M | -13.6% | -15.7% | +2.1% | -6.2% |
| YTD | +12.5% | +15.1% | -2.5% | +9.6% |
| All | +8.4% | +15.7% | -7.3% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling