+1,542.6%
QLD vs WAT
+223.8%
+1,318.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.6% |
| 7D | +12.5% | +2.0% | +10.5% | +11.0% |
| 30D | -15.7% | +7.7% | -23.4% | -19.7% |
| 3M | -11.9% | +11.1% | -23.0% | -18.1% |
| 6M | -10.3% | +31.2% | -41.5% | -26.4% |
| YTD | +15.6% | +21.7% | -6.1% | -2.8% |
| 1Y | +12.1% | +19.3% | -7.2% | -4.4% |
| 3Y | +150.7% | +80.6% | +70.1% | +36.4% |
| 5Y | +86.6% | +29.5% | +57.1% | +36.1% |
| All | +1,542.6% | +223.8% | +1,318.8% | +476.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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