+1,351.8%
QLD vs WAB
+287.6%
+1,064.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.3% |
| 7D | -10.3% | +1.4% | -11.7% | -10.9% |
| 30D | -26.1% | +0.4% | -26.5% | -25.9% |
| 3M | -17.8% | -3.8% | -13.9% | -15.3% |
| 6M | -15.6% | +5.1% | -20.6% | -18.8% |
| YTD | +5.4% | +33.3% | -27.9% | -14.3% |
| 1Y | +5.2% | +39.8% | -34.6% | -17.2% |
| 3Y | +139.4% | +161.1% | -21.6% | +27.5% |
| 5Y | +66.7% | +209.5% | -142.7% | -18.1% |
| All | +1,351.8% | +287.6% | +1,064.2% | +479.4% |
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