+139.4%
QLD vs WAB
+157.8%
-18.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +0.9% |
| 7D | -10.3% | +1.4% | -11.7% | -11.0% |
| 30D | -26.1% | +0.4% | -26.5% | -25.9% |
| 3M | -17.8% | -3.8% | -13.9% | -14.6% |
| 6M | -15.6% | +5.1% | -20.6% | -20.0% |
| YTD | +5.4% | +33.3% | -27.9% | -22.4% |
| 1Y | +5.2% | +39.8% | -34.6% | -26.4% |
| 3Y | +139.4% | +161.1% | -21.6% | +2.0% |
| All | +139.4% | +157.8% | -18.3% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling