+1,631.1%
QLD vs WM
+306.5%
+1,324.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +1.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | -0.1% | -2.4% | +2.2% | +1.5% |
| 3M | -8.4% | +0.4% | -8.8% | -11.1% |
| 6M | +32.2% | -9.5% | +41.7% | +38.6% |
| YTD | +28.9% | +0.5% | +28.4% | +22.3% |
| 1Y | +43.8% | -1.1% | +44.9% | +36.6% |
| 3Y | +176.6% | +46.0% | +130.6% | +67.5% |
| 5Y | +121.6% | +51.8% | +69.8% | +27.6% |
| All | +1,631.1% | +306.5% | +1,324.6% | +302.0% |
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