+154.7%
QLD vs WAT
+85.3%
+69.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +5.1% |
| 7D | -1.4% | +6.0% | -7.5% | -3.5% |
| 30D | -19.6% | +9.9% | -29.5% | -22.2% |
| 3M | -14.1% | +17.2% | -31.3% | -19.1% |
| 6M | -13.6% | +34.2% | -47.9% | -22.9% |
| YTD | +12.5% | +25.5% | -13.0% | +1.9% |
| 1Y | +13.1% | +28.3% | -15.1% | +1.5% |
| 3Y | +154.7% | +88.4% | +66.4% | +107.6% |
| All | +154.7% | +85.3% | +69.4% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling