+1,631.1%
QLD vs WAT
+161.1%
+1,470.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.0% |
| 7D | +0.6% | -1.3% | +1.8% | +1.5% |
| 30D | -0.1% | +2.3% | -2.5% | -1.8% |
| 3M | -8.4% | +8.7% | -17.1% | -13.8% |
| 6M | +32.2% | +28.3% | +3.9% | +8.6% |
| YTD | +28.9% | +7.8% | +21.1% | +18.0% |
| 1Y | +43.8% | +36.6% | +7.2% | +8.8% |
| 3Y | +176.6% | +45.7% | +130.9% | +78.1% |
| 5Y | +121.6% | -3.3% | +124.9% | +103.9% |
| All | +1,631.1% | +161.1% | +1,470.0% | +606.0% |
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