+62.6%
QLD vs WING
+7.0%
+55.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.1% | -11.6% | -12.3% |
| 7D | -18.6% | +14.0% | -32.5% | -22.3% |
| 30D | -28.3% | +47.7% | -76.0% | -38.0% |
| 3M | -20.4% | +34.2% | -54.6% | -29.8% |
| 6M | -14.3% | +13.6% | -27.8% | -21.2% |
| YTD | +2.8% | -30.0% | +32.8% | +10.0% |
| 1Y | -1.2% | -33.9% | +32.7% | +7.7% |
| 3Y | +135.3% | -18.7% | +154.0% | +97.6% |
| 5Y | +62.6% | +5.5% | +57.0% | +8.8% |
| All | +62.6% | +7.0% | +55.5% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling