+5.2%
QLD vs W
+10.8%
-5.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.9% |
| 7D | -10.3% | -3.6% | -6.7% | -9.2% |
| 30D | -26.1% | +7.0% | -33.0% | -27.2% |
| 3M | -17.8% | +7.4% | -25.1% | -19.3% |
| 6M | -15.6% | +69.3% | -84.9% | -28.6% |
| YTD | +5.4% | +11.3% | -5.9% | -2.3% |
| 1Y | +5.2% | +13.2% | -8.0% | -2.9% |
| All | +5.2% | +10.8% | -5.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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