+122.1%
QLD vs WTW
+54.0%
+68.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +1.3% |
| 7D | +3.0% | -2.7% | +5.7% | +4.4% |
| 30D | -1.8% | -5.6% | +3.8% | +0.9% |
| 3M | -1.8% | +26.5% | -28.3% | -14.8% |
| 6M | +36.9% | +8.1% | +28.7% | +29.1% |
| YTD | +28.7% | -0.3% | +29.0% | +26.3% |
| 1Y | +41.9% | -0.9% | +42.7% | +38.6% |
| 3Y | +184.2% | +66.6% | +117.6% | +54.0% |
| 5Y | +122.1% | +54.0% | +68.1% | +25.2% |
| All | +122.1% | +54.0% | +68.1% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling