+1,502.1%
QLD vs WAB
+266.7%
+1,235.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -1.9% |
| 7D | +7.0% | +5.1% | +1.9% | +3.5% |
| 30D | -14.3% | +4.0% | -18.3% | -16.2% |
| 3M | -16.0% | +0.1% | -16.1% | -15.8% |
| 6M | -14.2% | +12.8% | -27.0% | -21.3% |
| YTD | +12.8% | +40.1% | -27.3% | -11.5% |
| 1Y | +14.1% | +46.4% | -32.3% | -13.2% |
| 3Y | +146.0% | +167.4% | -21.4% | +28.2% |
| 5Y | +82.0% | +215.0% | -133.0% | -12.5% |
| All | +1,502.1% | +266.7% | +1,235.5% | +497.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling