+1,646.5%
QLD vs WAB
+283.1%
+1,363.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.5% |
| 7D | +3.0% | +1.7% | +1.3% | +1.8% |
| 30D | -1.8% | -2.4% | +0.6% | -0.2% |
| 3M | -1.8% | +9.7% | -11.5% | -8.5% |
| 6M | +36.9% | +16.5% | +20.4% | +22.1% |
| YTD | +28.7% | +33.7% | -5.0% | +4.1% |
| 1Y | +41.9% | +49.7% | -7.8% | +6.1% |
| 3Y | +184.2% | +170.9% | +13.3% | +47.2% |
| 5Y | +122.1% | +228.0% | -105.9% | +5.5% |
| 10Y | +1,646.5% | +284.8% | +1,361.7% | +550.1% |
| All | +1,646.5% | +283.1% | +1,363.4% | +550.1% |
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