+82.1%
QLD vs WAT
+28.6%
+53.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.2% |
| 7D | +7.0% | +0.6% | +6.4% | +6.7% |
| 30D | -14.3% | +5.4% | -19.7% | -16.5% |
| 3M | -16.0% | +11.3% | -27.3% | -20.8% |
| 6M | -14.2% | +37.4% | -51.7% | -28.7% |
| YTD | +12.8% | +21.2% | -8.4% | -1.2% |
| 1Y | +14.1% | +21.3% | -7.3% | -0.3% |
| 3Y | +146.0% | +83.4% | +62.6% | +42.1% |
| All | +82.1% | +28.6% | +53.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling