-15.6%
QLD vs WSM
+39.2%
-54.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.2% |
| 7D | -10.3% | +0.5% | -10.8% | -9.9% |
| 30D | -26.1% | +6.0% | -32.0% | -27.2% |
| 3M | -17.8% | +3.2% | -21.0% | -18.6% |
| 6M | -15.6% | +37.1% | -52.7% | -23.1% |
| All | -15.6% | +39.2% | -54.8% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling