+133.5%
QLD vs WING
-18.5%
+152.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.1% | -11.6% | -12.5% |
| 7D | -18.6% | +14.0% | -32.5% | -20.8% |
| 30D | -28.3% | +47.7% | -76.0% | -34.2% |
| 3M | -20.4% | +34.2% | -54.6% | -26.0% |
| 6M | -14.3% | +13.6% | -27.8% | -18.1% |
| YTD | +2.8% | -30.0% | +32.8% | +8.8% |
| 1Y | -1.2% | -33.9% | +32.7% | +6.0% |
| All | +133.5% | -18.5% | +152.0% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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