+1,321.3%
QLD vs WSM
+1,272.7%
+48.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.4% |
| 7D | -10.3% | +0.5% | -10.8% | -10.5% |
| 30D | -26.1% | +6.0% | -32.0% | -28.2% |
| 3M | -17.8% | +3.2% | -21.0% | -19.3% |
| 6M | -15.6% | +37.1% | -52.7% | -27.9% |
| YTD | +5.4% | +44.2% | -38.8% | -12.5% |
| 1Y | +5.2% | +34.2% | -29.0% | -9.9% |
| 3Y | +139.4% | +249.3% | -109.8% | +20.9% |
| 5Y | +66.7% | +169.3% | -102.6% | -8.4% |
| All | +1,321.3% | +1,272.7% | +48.7% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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