+176.1%
QLD vs WM
+46.1%
+130.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.5% |
| 30D | -0.1% | -2.4% | +2.2% | -0.3% |
| 3M | -8.4% | +0.4% | -8.8% | -8.9% |
| 6M | +32.2% | -9.5% | +41.7% | +33.7% |
| YTD | +28.9% | +0.5% | +28.4% | +27.3% |
| 1Y | +43.8% | -1.1% | +44.9% | +43.2% |
| All | +176.1% | +46.1% | +130.0% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling