+67.2%
QLD vs BWA
+26.5%
+40.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.1% | +0.9% |
| 7D | -10.3% | -5.5% | -4.8% | -6.8% |
| 30D | -26.1% | -21.7% | -4.3% | -13.7% |
| 3M | -17.8% | -25.6% | +7.9% | -1.6% |
| 6M | -15.6% | -17.4% | +1.9% | -5.5% |
| YTD | +5.4% | +9.2% | -3.8% | -5.3% |
| 1Y | +5.2% | +9.7% | -4.5% | -6.1% |
| 3Y | +139.4% | +54.6% | +84.8% | +57.5% |
| All | +67.2% | +26.5% | +40.7% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling