+81.1%
QLD vs WING
+9.2%
+71.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.4% | -1.6% | +4.0% |
| 7D | -1.4% | +8.6% | -10.0% | -4.1% |
| 30D | -19.6% | +44.8% | -64.3% | -29.8% |
| 3M | -14.1% | +51.9% | -66.1% | -27.5% |
| 6M | -13.6% | +37.2% | -50.9% | -25.8% |
| YTD | +12.5% | -25.3% | +37.8% | +17.8% |
| 1Y | +13.1% | -25.1% | +38.2% | +17.5% |
| 3Y | +154.7% | -12.9% | +167.6% | +108.8% |
| 5Y | +81.1% | +12.0% | +69.1% | +19.7% |
| All | +81.1% | +9.2% | +71.9% | +19.7% |
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