+152.2%
QLD vs WSM
+255.1%
-102.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | +1.1% |
| 7D | +12.5% | -3.2% | +15.7% | +13.9% |
| 30D | -15.7% | +4.6% | -20.3% | -17.3% |
| 3M | -11.9% | +2.4% | -14.4% | -12.9% |
| 6M | -10.3% | +43.7% | -53.9% | -22.7% |
| YTD | +15.6% | +42.1% | -26.5% | -0.4% |
| 1Y | +12.1% | +32.3% | -20.1% | -0.8% |
| All | +152.2% | +255.1% | -102.9% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling