+1,728.6%
QLD vs WTW
+189.9%
+1,538.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +2.0% |
| 7D | +1.9% | -7.1% | +9.0% | +7.3% |
| 30D | -1.8% | -8.5% | +6.7% | +4.2% |
| 3M | -0.1% | +20.6% | -20.7% | -15.1% |
| 6M | +32.6% | +7.2% | +25.3% | +20.7% |
| YTD | +27.9% | -3.9% | +31.8% | +24.4% |
| 1Y | +40.3% | -3.6% | +43.9% | +34.7% |
| 3Y | +182.5% | +60.7% | +121.8% | +59.5% |
| 5Y | +122.5% | +42.2% | +80.4% | +44.4% |
| 10Y | +1,728.6% | +195.5% | +1,533.1% | +589.1% |
| All | +1,728.6% | +189.9% | +1,538.7% | +589.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling