+1,418.0%
QLD vs NWSA
+159.6%
+1,258.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.3% |
| 7D | -1.4% | -10.5% | +9.1% | +7.3% |
| 30D | -19.6% | -8.8% | -10.8% | -14.0% |
| 3M | -14.1% | -6.5% | -7.6% | -10.5% |
| 6M | -13.6% | -1.3% | -12.3% | -15.7% |
| YTD | +12.5% | +2.5% | +10.1% | +5.3% |
| 1Y | +13.1% | +0.2% | +13.0% | +7.7% |
| 3Y | +154.7% | +27.6% | +127.1% | +100.1% |
| 5Y | +81.1% | +17.0% | +64.1% | +51.9% |
| 10Y | +1,418.0% | +148.3% | +1,269.7% | +622.4% |
| All | +1,418.0% | +159.6% | +1,258.4% | +622.4% |
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