+8,229.2%
QLD vs WTW
+501.9%
+7,727.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.3% |
| 7D | -1.2% | -0.9% | -0.2% | -0.6% |
| 30D | -15.7% | +12.0% | -27.7% | -23.5% |
| 3M | -10.0% | -2.1% | -8.0% | -10.1% |
| 6M | -11.2% | +34.8% | -46.0% | -33.1% |
| YTD | +16.4% | +2.7% | +13.6% | +5.0% |
| 1Y | +12.7% | +5.1% | +7.6% | -0.5% |
| 3Y | +152.3% | +44.4% | +107.9% | +62.2% |
| 5Y | +91.8% | +55.1% | +36.6% | +18.0% |
| 10Y | +1,520.2% | +216.1% | +1,304.2% | +444.0% |
| All | +8,229.2% | +501.9% | +7,727.4% | +1,463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling