+139.4%
QLD vs WAT
+74.7%
+64.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | -10.3% | -1.1% | -9.2% | -9.7% |
| 30D | -26.1% | +5.0% | -31.0% | -27.2% |
| 3M | -17.8% | +14.5% | -32.2% | -21.8% |
| 6M | -15.6% | +30.9% | -46.5% | -23.9% |
| YTD | +5.4% | +20.5% | -15.1% | -3.1% |
| 1Y | +5.2% | +23.3% | -18.1% | -4.2% |
| 3Y | +139.4% | +81.5% | +58.0% | +93.9% |
| All | +139.4% | +74.7% | +64.7% | +93.9% |
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 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