+7,443.4%
QLD vs WPM
+2,031.9%
+5,411.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.8% |
| 7D | -10.3% | +16.9% | -27.2% | -14.0% |
| 30D | -26.1% | +2.0% | -28.0% | -26.6% |
| 3M | -17.8% | +8.9% | -26.7% | -20.1% |
| 6M | -15.6% | +1.6% | -17.1% | -16.6% |
| YTD | +5.4% | +16.5% | -11.1% | -0.5% |
| 1Y | +5.2% | +42.2% | -37.0% | -5.7% |
| 3Y | +139.4% | +213.3% | -73.9% | +71.8% |
| 5Y | +66.7% | +249.9% | -183.2% | +15.0% |
| 10Y | +1,422.1% | +549.4% | +872.7% | +752.7% |
| All | +7,443.4% | +2,031.9% | +5,411.5% | +1,895.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling