+7,256.1%
QLD vs WPM
+1,971.7%
+5,284.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.7% | -13.5% | -12.9% |
| 7D | -18.6% | +7.5% | -26.0% | -20.2% |
| 30D | -28.3% | -3.8% | -24.5% | -27.7% |
| 3M | -20.4% | +8.0% | -28.4% | -22.5% |
| 6M | -14.3% | +6.1% | -20.3% | -16.3% |
| YTD | +2.8% | +13.2% | -10.4% | -2.2% |
| 1Y | -1.2% | +37.9% | -39.1% | -10.7% |
| 3Y | +135.3% | +201.7% | -66.4% | +70.5% |
| 5Y | +62.6% | +240.0% | -177.5% | +13.0% |
| 10Y | +1,384.3% | +531.0% | +853.3% | +737.7% |
| All | +7,256.1% | +1,971.7% | +5,284.5% | +1,860.8% |
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