+152.2%
QLD vs NWSA
+29.1%
+123.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | +0.6% |
| 7D | +12.5% | -0.8% | +13.3% | +13.1% |
| 30D | -15.7% | -11.3% | -4.4% | -9.4% |
| 3M | -11.9% | -8.1% | -3.8% | -7.8% |
| 6M | -10.3% | -0.7% | -9.6% | -12.6% |
| YTD | +15.6% | +1.3% | +14.3% | +10.1% |
| 1Y | +12.1% | -1.3% | +13.4% | +9.4% |
| All | +152.2% | +29.1% | +123.0% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling