+1,351.8%
QLD vs WAT
+227.3%
+1,124.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.8% |
| 7D | -10.3% | -1.1% | -9.2% | -9.3% |
| 30D | -26.1% | +5.0% | -31.0% | -28.3% |
| 3M | -17.8% | +14.5% | -32.2% | -25.2% |
| 6M | -15.6% | +30.9% | -46.5% | -30.7% |
| YTD | +5.4% | +20.5% | -15.1% | -10.8% |
| 1Y | +5.2% | +23.3% | -18.1% | -12.6% |
| 3Y | +139.4% | +81.5% | +58.0% | +29.4% |
| 5Y | +66.7% | +33.4% | +33.3% | +18.2% |
| All | +1,351.8% | +227.3% | +1,124.5% | +412.3% |
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