+40.3%
QLD vs WTW
-4.1%
+44.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -1.5% |
| 7D | +1.9% | -7.1% | +9.0% | +0.1% |
| 30D | -1.8% | -8.5% | +6.7% | -3.8% |
| 3M | -0.1% | +20.6% | -20.7% | +6.1% |
| 6M | +32.6% | +7.2% | +25.3% | +39.4% |
| YTD | +27.9% | -3.9% | +31.8% | +33.5% |
| 1Y | +40.3% | -3.6% | +43.9% | +46.4% |
| All | +40.3% | -4.1% | +44.4% | +46.4% |
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