+9,127.5%
QLD vs BWA
+516.0%
+8,611.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -1.5% |
| 7D | +0.6% | +5.7% | -5.1% | -3.1% |
| 30D | -0.1% | +1.4% | -1.5% | -1.4% |
| 3M | -8.4% | -12.1% | +3.7% | -0.4% |
| 6M | +32.2% | +28.6% | +3.6% | +10.9% |
| YTD | +28.9% | +51.1% | -22.2% | -6.3% |
| 1Y | +43.8% | +55.9% | -12.0% | +1.5% |
| 3Y | +176.6% | +70.1% | +106.5% | +75.9% |
| 5Y | +121.6% | +90.7% | +30.9% | +29.9% |
| 10Y | +1,652.9% | +154.0% | +1,498.9% | +651.7% |
| All | +9,127.5% | +516.0% | +8,611.4% | +1,779.3% |
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 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