+141.1%
QLD vs WU
-20.5%
+161.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -3.8% | +11.0% | -14.8% | -6.3% |
| 30D | -20.5% | +13.4% | -33.9% | -23.1% |
| 3M | -14.6% | +2.2% | -16.9% | -15.3% |
| 6M | -14.7% | -18.2% | +3.5% | -10.9% |
| YTD | +11.2% | -18.3% | +29.5% | +15.5% |
| 1Y | +7.1% | -12.2% | +19.3% | +8.0% |
| 3Y | +141.1% | -20.8% | +161.9% | +144.8% |
| All | +141.1% | -20.5% | +161.6% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling