+154.7%
QLD vs WTW
+44.8%
+110.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +6.8% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | -19.6% | +10.4% | -30.0% | -19.6% |
| 3M | -14.1% | -4.8% | -9.3% | -13.9% |
| 6M | -13.6% | +28.5% | -42.1% | -14.3% |
| YTD | +12.5% | +0.5% | +12.0% | +16.1% |
| 1Y | +13.1% | +1.6% | +11.5% | +16.3% |
| 3Y | +154.7% | +42.5% | +112.2% | +148.1% |
| All | +154.7% | +44.8% | +110.0% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling