+7,256.1%
QLD vs WAT
+991.8%
+6,264.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.1% | -9.6% | -10.3% |
| 7D | -18.6% | -5.6% | -12.9% | -14.5% |
| 30D | -28.3% | +3.8% | -32.1% | -30.1% |
| 3M | -20.4% | +13.3% | -33.7% | -27.8% |
| 6M | -14.3% | +32.2% | -46.5% | -31.9% |
| YTD | +2.8% | +19.3% | -16.5% | -14.5% |
| 1Y | -1.2% | +21.8% | -23.0% | -19.3% |
| 3Y | +135.3% | +73.9% | +61.4% | +26.9% |
| 5Y | +62.6% | +32.1% | +30.5% | +11.2% |
| 10Y | +1,384.3% | +228.2% | +1,156.1% | +349.8% |
| All | +7,256.1% | +991.8% | +6,264.4% | +711.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling