+1,351.8%
QLD vs NWSA
+144.8%
+1,207.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.8% |
| 7D | -10.3% | -9.4% | -0.9% | -3.4% |
| 30D | -26.1% | -7.8% | -18.3% | -21.7% |
| 3M | -17.8% | -10.8% | -7.0% | -11.3% |
| 6M | -15.6% | +1.1% | -16.6% | -19.3% |
| YTD | +5.4% | +1.8% | +3.6% | -0.9% |
| 1Y | +5.2% | +6.0% | -0.8% | -4.7% |
| 3Y | +139.4% | +24.6% | +114.9% | +91.8% |
| 5Y | +66.7% | +13.1% | +53.6% | +43.3% |
| All | +1,351.8% | +144.8% | +1,207.0% | +604.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling