+8,329.0%
QLD vs WM
+1,069.6%
+7,259.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.3% |
| 7D | -9.4% | +5.9% | -15.3% | -14.7% |
| 30D | -17.1% | +15.4% | -32.5% | -29.2% |
| 3M | -10.4% | +6.3% | -16.8% | -17.5% |
| 6M | +0.7% | +5.6% | -4.8% | -9.9% |
| YTD | +17.7% | +9.9% | +7.8% | -0.8% |
| 1Y | +14.7% | +20.8% | -6.2% | -13.4% |
| 3Y | +169.6% | +48.5% | +121.1% | +52.4% |
| 5Y | +86.7% | +60.6% | +26.1% | -4.9% |
| 10Y | +1,600.8% | +349.8% | +1,251.0% | +164.8% |
| All | +8,329.0% | +1,069.6% | +7,259.4% | +350.7% |
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