+139.4%
QLD vs BWA
+51.7%
+87.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.1% | +1.2% |
| 7D | -10.3% | -5.5% | -4.8% | -7.5% |
| 30D | -26.1% | -21.7% | -4.3% | -16.3% |
| 3M | -17.8% | -25.6% | +7.9% | -5.0% |
| 6M | -15.6% | -17.4% | +1.9% | -7.0% |
| YTD | +5.4% | +9.2% | -3.8% | -2.1% |
| 1Y | +5.2% | +9.7% | -4.5% | -2.6% |
| 3Y | +139.4% | +54.6% | +84.8% | +68.6% |
| All | +139.4% | +51.7% | +87.7% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling