+82.1%
QLD vs WU
-43.8%
+125.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -3.0% |
| 7D | +7.0% | -2.0% | +9.0% | +7.7% |
| 30D | -14.3% | +11.4% | -25.7% | -18.9% |
| 3M | -16.0% | -6.8% | -9.2% | -14.4% |
| 6M | -14.2% | -14.6% | +0.4% | -10.9% |
| YTD | +12.8% | -20.6% | +33.4% | +20.3% |
| 1Y | +14.1% | -15.4% | +29.4% | +17.2% |
| 3Y | +146.0% | -23.6% | +169.6% | +154.9% |
| All | +82.1% | -43.8% | +125.9% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling