+1,315.8%
QLD vs WM
+348.7%
+967.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.2% | -13.9% | -13.6% |
| 7D | -18.6% | +4.5% | -23.1% | -21.4% |
| 30D | -28.3% | +16.1% | -44.3% | -36.8% |
| 3M | -20.4% | +8.0% | -28.4% | -26.1% |
| 6M | -14.3% | +8.4% | -22.7% | -22.9% |
| YTD | +2.8% | +11.2% | -8.5% | -11.0% |
| 1Y | -1.2% | +22.3% | -23.5% | -22.1% |
| 3Y | +135.3% | +50.2% | +85.1% | +41.8% |
| 5Y | +62.6% | +63.3% | -0.7% | -11.6% |
| All | +1,315.8% | +348.7% | +967.0% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling