+7,956.4%
QLD vs WTW
+488.9%
+7,467.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +7.2% |
| 7D | -1.4% | +0.5% | -1.9% | -1.9% |
| 30D | -19.6% | +10.4% | -30.0% | -26.2% |
| 3M | -14.1% | -4.8% | -9.3% | -12.3% |
| 6M | -13.6% | +28.5% | -42.1% | -32.5% |
| YTD | +12.5% | +0.5% | +12.0% | +3.3% |
| 1Y | +13.1% | +1.6% | +11.5% | +2.6% |
| 3Y | +154.7% | +42.5% | +112.2% | +65.4% |
| 5Y | +81.1% | +49.8% | +31.3% | +14.6% |
| 10Y | +1,418.0% | +218.4% | +1,199.6% | +405.0% |
| All | +7,956.4% | +488.9% | +7,467.5% | +1,438.3% |
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