+14.7%
QLD vs WU
-18.0%
+32.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.6% | +1.6% |
| 7D | -9.4% | +8.2% | -17.6% | -9.7% |
| 30D | -17.1% | +8.0% | -25.1% | -17.5% |
| 3M | -10.4% | -6.6% | -3.8% | -9.9% |
| 6M | +0.7% | -23.3% | +24.0% | +1.2% |
| YTD | +17.7% | -22.4% | +40.2% | +18.3% |
| 1Y | +14.7% | -18.0% | +32.7% | +15.2% |
| All | +14.7% | -18.0% | +32.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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