+9,127.5%
QLD vs WAB
+1,730.7%
+7,396.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | +0.6% | -3.2% | +3.8% | +3.0% |
| 30D | -0.1% | -4.4% | +4.3% | +3.2% |
| 3M | -8.4% | +7.9% | -16.2% | -14.1% |
| 6M | +32.2% | +8.7% | +23.5% | +22.7% |
| YTD | +28.9% | +33.0% | -4.1% | +2.7% |
| 1Y | +43.8% | +46.7% | -2.8% | +6.3% |
| 3Y | +176.6% | +153.0% | +23.6% | +38.8% |
| 5Y | +121.6% | +222.3% | -100.7% | -3.8% |
| 10Y | +1,652.9% | +291.0% | +1,361.9% | +459.1% |
| All | +9,127.5% | +1,730.7% | +7,396.7% | +838.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling