+86.7%
QLD vs WM
+61.7%
+25.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | -9.4% | +5.9% | -15.3% | -11.1% |
| 30D | -17.1% | +15.4% | -32.5% | -21.3% |
| 3M | -10.4% | +6.3% | -16.8% | -12.6% |
| 6M | +0.7% | +5.6% | -4.8% | -2.7% |
| YTD | +17.7% | +9.9% | +7.8% | +10.1% |
| 1Y | +14.7% | +20.8% | -6.2% | +0.6% |
| 3Y | +169.6% | +48.5% | +121.1% | +89.8% |
| 5Y | +86.7% | +60.6% | +26.1% | +17.5% |
| All | +86.7% | +61.7% | +25.0% | +17.5% |
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