+139.4%
QLD vs W
+123.5%
+16.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +3.0% |
| 7D | -10.3% | -3.6% | -6.7% | -9.2% |
| 30D | -26.1% | +7.0% | -33.0% | -27.5% |
| 3M | -17.8% | +7.4% | -25.1% | -19.8% |
| 6M | -15.6% | +69.3% | -84.9% | -29.9% |
| YTD | +5.4% | +11.3% | -5.9% | -2.3% |
| 1Y | +5.2% | +13.2% | -8.0% | -3.6% |
| 3Y | +139.4% | +142.0% | -2.6% | +51.4% |
| All | +139.4% | +123.5% | +16.0% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling