+14.1%
QLD vs WTW
+6.3%
+7.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -1.9% |
| 7D | +7.0% | +2.0% | +5.0% | +7.6% |
| 30D | -14.3% | +12.9% | -27.2% | -11.5% |
| 3M | -16.0% | +0.7% | -16.7% | -15.3% |
| 6M | -14.2% | +39.5% | -53.7% | -6.7% |
| YTD | +12.8% | +3.1% | +9.6% | +22.7% |
| 1Y | +14.1% | +4.8% | +9.3% | +24.2% |
| All | +14.1% | +6.3% | +7.8% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling