+82.1%
QLD vs WSM
+163.9%
-81.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -3.9% | -3.2% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -14.3% | +5.1% | -19.4% | -16.7% |
| 3M | -16.0% | +5.1% | -21.1% | -18.5% |
| 6M | -14.2% | +48.6% | -62.8% | -31.0% |
| YTD | +12.8% | +44.2% | -31.4% | -8.6% |
| 1Y | +14.1% | +38.1% | -24.0% | -5.7% |
| 3Y | +146.0% | +257.2% | -111.3% | +3.8% |
| All | +82.1% | +163.9% | -81.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling