+9,127.5%
QLD vs WSM
+1,964.1%
+7,163.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.7% |
| 7D | +0.6% | -3.3% | +3.8% | +2.2% |
| 30D | -0.1% | -8.4% | +8.3% | +4.1% |
| 3M | -8.4% | +9.7% | -18.0% | -12.8% |
| 6M | +32.2% | +16.7% | +15.5% | +21.6% |
| YTD | +28.9% | +28.7% | +0.2% | +12.4% |
| 1Y | +43.8% | +13.7% | +30.2% | +32.6% |
| 3Y | +176.6% | +230.1% | -53.5% | +38.9% |
| 5Y | +121.6% | +179.0% | -57.4% | +18.5% |
| 10Y | +1,652.9% | +1,002.5% | +650.4% | +305.3% |
| All | +9,127.5% | +1,964.1% | +7,163.4% | +1,144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling