+1,646.5%
QLD vs NWSA
+143.8%
+1,502.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +1.3% |
| 7D | +3.0% | -2.6% | +5.6% | +5.0% |
| 30D | -1.8% | +4.6% | -6.4% | -5.3% |
| 3M | -1.8% | +10.2% | -12.0% | -10.8% |
| 6M | +36.9% | +21.6% | +15.3% | +14.3% |
| YTD | +28.7% | +14.6% | +14.0% | +11.6% |
| 1Y | +41.9% | +0.4% | +41.5% | +35.6% |
| 3Y | +184.2% | +45.0% | +139.2% | +104.7% |
| 5Y | +122.1% | +41.3% | +80.8% | +63.5% |
| 10Y | +1,646.5% | +142.8% | +1,503.7% | +712.2% |
| All | +1,646.5% | +143.8% | +1,502.6% | +712.2% |
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