+4,266.0%
QLD vs NWSA
+127.4%
+4,138.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.7% |
| 7D | +0.6% | -1.9% | +2.4% | +2.0% |
| 30D | -0.1% | +4.6% | -4.7% | -3.8% |
| 3M | -8.4% | +13.2% | -21.6% | -18.3% |
| 6M | +32.2% | +27.0% | +5.2% | +7.3% |
| YTD | +28.9% | +16.8% | +12.1% | +10.6% |
| 1Y | +43.8% | +4.5% | +39.3% | +33.3% |
| 3Y | +176.6% | +46.2% | +130.4% | +100.3% |
| 5Y | +121.6% | +40.9% | +80.6% | +65.6% |
| 10Y | +1,652.9% | +145.1% | +1,507.8% | +711.4% |
| All | +4,266.0% | +127.4% | +4,138.5% | +2,065.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling