+176.1%
QLD vs BWA
+71.5%
+104.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.9% |
| 7D | +0.6% | +5.7% | -5.1% | -1.9% |
| 30D | -0.1% | +1.4% | -1.5% | -1.0% |
| 3M | -8.4% | -12.1% | +3.7% | -3.0% |
| 6M | +32.2% | +28.6% | +3.6% | +18.8% |
| YTD | +28.9% | +51.1% | -22.2% | +4.7% |
| 1Y | +43.8% | +55.9% | -12.0% | +14.4% |
| All | +176.1% | +71.5% | +104.6% | +83.7% |
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