+1,450.1%
QLD vs WM
+329.9%
+1,120.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.8% | +1.2% | -4.9% | -4.8% |
| 30D | -20.5% | +13.7% | -34.2% | -28.9% |
| 3M | -14.6% | +5.2% | -19.9% | -19.2% |
| 6M | -14.7% | +11.2% | -25.8% | -24.9% |
| YTD | +11.2% | +9.4% | +1.8% | -2.6% |
| 1Y | +7.1% | +20.4% | -13.3% | -14.6% |
| 3Y | +141.1% | +44.7% | +96.4% | +50.2% |
| 5Y | +84.3% | +58.5% | +25.8% | +3.0% |
| 10Y | +1,450.1% | +326.4% | +1,123.7% | +241.1% |
| All | +1,450.1% | +329.9% | +1,120.2% | +241.1% |
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