+8.4%
QLD vs NWSA
-0.3%
+8.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.7% |
| 7D | -1.4% | -10.5% | +9.1% | +0.8% |
| 30D | -19.6% | -8.8% | -10.8% | -17.6% |
| 3M | -14.1% | -6.5% | -7.6% | -11.8% |
| 6M | -13.6% | -1.3% | -12.3% | -10.3% |
| YTD | +12.5% | +2.5% | +10.1% | +15.8% |
| All | +8.4% | -0.3% | +8.7% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling