+82.1%
QLD vs WING
+0.4%
+81.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.4% |
| 7D | +7.0% | -2.5% | +9.5% | +7.9% |
| 30D | -14.3% | +29.5% | -43.8% | -22.5% |
| 3M | -16.0% | +40.2% | -56.2% | -27.2% |
| 6M | -14.2% | +32.7% | -46.9% | -25.8% |
| YTD | +12.8% | -32.8% | +45.6% | +22.3% |
| 1Y | +14.1% | -31.7% | +45.8% | +22.0% |
| 3Y | +146.0% | -24.7% | +170.7% | +113.4% |
| All | +82.1% | +0.4% | +81.7% | +25.5% |
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 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