+7,256.1%
QLD vs BWA
+333.5%
+6,922.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.7% | -7.0% | -8.9% |
| 7D | -18.6% | -10.8% | -7.7% | -11.8% |
| 30D | -28.3% | -25.0% | -3.3% | -12.9% |
| 3M | -20.4% | -28.6% | +8.3% | -0.8% |
| 6M | -14.3% | -16.6% | +2.3% | -4.1% |
| YTD | +2.8% | +6.3% | -3.6% | -5.8% |
| 1Y | -1.2% | +7.2% | -8.4% | -10.2% |
| 3Y | +135.3% | +48.2% | +87.1% | +65.6% |
| 5Y | +62.6% | +23.4% | +39.1% | +28.0% |
| 10Y | +1,384.3% | +84.0% | +1,300.3% | +688.5% |
| All | +7,256.1% | +333.5% | +6,922.6% | +1,789.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling