+7,443.4%
QLD vs BWA
+345.2%
+7,098.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.1% | +0.8% |
| 7D | -10.3% | -5.5% | -4.8% | -6.6% |
| 30D | -26.1% | -21.7% | -4.3% | -12.7% |
| 3M | -17.8% | -25.6% | +7.9% | -0.3% |
| 6M | -15.6% | -17.4% | +1.9% | -4.9% |
| YTD | +5.4% | +9.2% | -3.8% | -5.1% |
| 1Y | +5.2% | +9.7% | -4.5% | -5.8% |
| 3Y | +139.4% | +54.6% | +84.8% | +63.8% |
| 5Y | +66.7% | +26.8% | +39.9% | +28.9% |
| 10Y | +1,422.1% | +89.0% | +1,333.1% | +694.4% |
| All | +7,443.4% | +345.2% | +7,098.2% | +1,804.2% |
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