+41.9%
QLD vs WU
-11.3%
+53.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | +3.0% | -0.8% | +3.8% | +3.0% |
| 30D | -1.8% | -1.1% | -0.7% | -1.7% |
| 3M | -1.8% | -1.8% | 0.0% | -3.8% |
| 6M | +36.9% | -23.9% | +60.8% | +39.0% |
| YTD | +28.7% | -20.4% | +49.1% | +29.9% |
| 1Y | +41.9% | -10.6% | +52.5% | +37.5% |
| All | +41.9% | -11.3% | +53.2% | +37.5% |
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