+67.2%
QLD vs WAT
+32.4%
+34.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | -10.3% | -1.1% | -9.2% | -9.5% |
| 30D | -26.1% | +5.0% | -31.0% | -27.8% |
| 3M | -17.8% | +14.5% | -32.2% | -23.8% |
| 6M | -15.6% | +30.9% | -46.5% | -28.0% |
| YTD | +5.4% | +20.5% | -15.1% | -7.4% |
| 1Y | +5.2% | +23.3% | -18.1% | -9.0% |
| 3Y | +139.4% | +81.5% | +58.0% | +39.5% |
| All | +67.2% | +32.4% | +34.8% | +31.3% |
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 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