+133.5%
QLD vs BWA
+47.7%
+85.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.7% | -7.0% | -9.8% |
| 7D | -18.6% | -10.8% | -7.7% | -13.5% |
| 30D | -28.3% | -25.0% | -3.3% | -17.1% |
| 3M | -20.4% | -28.6% | +8.3% | -6.1% |
| 6M | -14.3% | -16.6% | +2.3% | -5.9% |
| YTD | +2.8% | +6.3% | -3.6% | -3.2% |
| 1Y | -1.2% | +7.2% | -8.4% | -7.5% |
| All | +133.5% | +47.7% | +85.8% | +66.6% |
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