+1,646.5%
QLD vs WSM
+1,015.9%
+630.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +3.0% | +2.6% | +0.4% | +1.7% |
| 30D | -1.8% | -9.5% | +7.7% | +2.8% |
| 3M | -1.8% | +12.9% | -14.7% | -7.7% |
| 6M | +36.9% | +23.0% | +13.8% | +23.3% |
| YTD | +28.7% | +28.9% | -0.2% | +12.8% |
| 1Y | +41.9% | +13.7% | +28.2% | +31.3% |
| 3Y | +184.2% | +232.6% | -48.4% | +46.3% |
| 5Y | +122.1% | +185.9% | -63.7% | +19.7% |
| 10Y | +1,646.5% | +998.6% | +647.9% | +392.4% |
| All | +1,646.5% | +1,015.9% | +630.6% | +392.4% |
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