+1,631.1%
QLD vs WPM
+521.8%
+1,109.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | -0.1% | +26.4% | -26.5% | -6.8% |
| 3M | -8.4% | +20.8% | -29.2% | -13.5% |
| 6M | +32.2% | +1.1% | +31.1% | +30.2% |
| YTD | +28.9% | +32.5% | -3.6% | +17.3% |
| 1Y | +43.8% | +51.5% | -7.7% | +25.5% |
| 3Y | +176.6% | +267.0% | -90.4% | +86.6% |
| 5Y | +121.6% | +250.1% | -128.6% | +47.9% |
| All | +1,631.1% | +521.8% | +1,109.3% | +1,029.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling