+7,818.2%
QLD vs WU
-22.0%
+7,840.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.7% | +6.7% |
| 7D | -1.2% | +2.1% | -3.3% | -3.7% |
| 30D | -15.7% | +10.1% | -25.9% | -22.5% |
| 3M | -10.0% | -1.1% | -8.9% | -11.6% |
| 6M | -11.2% | -19.8% | +8.6% | -2.7% |
| YTD | +16.4% | -20.8% | +37.1% | +26.8% |
| 1Y | +12.7% | -15.1% | +27.8% | +16.2% |
| 3Y | +152.3% | -23.2% | +175.5% | +164.6% |
| 5Y | +91.8% | -42.6% | +134.4% | +144.9% |
| 10Y | +1,520.2% | -38.9% | +1,559.1% | +1,813.0% |
| All | +7,818.2% | -22.0% | +7,840.2% | +7,318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling