+67.2%
QLD vs WM
+59.1%
+8.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.2% |
| 7D | -10.3% | +1.2% | -11.5% | -10.7% |
| 30D | -26.1% | +13.1% | -39.1% | -29.5% |
| 3M | -17.8% | +3.6% | -21.4% | -19.1% |
| 6M | -15.6% | +8.1% | -23.6% | -19.7% |
| YTD | +5.4% | +8.9% | -3.5% | -1.3% |
| 1Y | +5.2% | +20.3% | -15.1% | -7.8% |
| 3Y | +139.4% | +46.2% | +93.3% | +69.9% |
| All | +67.2% | +59.1% | +8.0% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling