+7,256.1%
QLD vs WM
+1,083.2%
+6,172.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.2% | -13.9% | -13.9% |
| 7D | -18.6% | +4.5% | -23.1% | -22.3% |
| 30D | -28.3% | +16.1% | -44.3% | -39.3% |
| 3M | -20.4% | +8.0% | -28.4% | -28.0% |
| 6M | -14.3% | +8.4% | -22.7% | -25.5% |
| YTD | +2.8% | +11.2% | -8.5% | -14.6% |
| 1Y | -1.2% | +22.3% | -23.5% | -26.4% |
| 3Y | +135.3% | +50.2% | +85.1% | +31.3% |
| 5Y | +62.6% | +63.3% | -0.7% | -18.7% |
| 10Y | +1,384.3% | +355.0% | +1,029.3% | +128.1% |
| All | +7,256.1% | +1,083.2% | +6,172.9% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling