+41.9%
QLD vs WSM
+14.1%
+27.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +3.0% | +2.6% | +0.4% | +1.9% |
| 30D | -1.8% | -9.5% | +7.7% | +2.1% |
| 3M | -1.8% | +12.9% | -14.7% | -6.8% |
| 6M | +36.9% | +23.0% | +13.8% | +24.6% |
| YTD | +28.7% | +28.9% | -0.2% | +16.0% |
| 1Y | +41.9% | +13.7% | +28.2% | +29.2% |
| All | +41.9% | +14.1% | +27.8% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling