+6,893.2%
QLD vs WU
-18.6%
+6,911.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +6.5% | -19.3% | -17.2% |
| 7D | -18.6% | +13.0% | -31.6% | -25.9% |
| 30D | -28.3% | +14.3% | -42.6% | -35.7% |
| 3M | -20.4% | +0.1% | -20.5% | -22.3% |
| 6M | -14.3% | -17.7% | +3.4% | -7.5% |
| YTD | +2.8% | -17.3% | +20.1% | +9.0% |
| 1Y | -1.2% | -11.1% | +9.8% | -1.5% |
| 3Y | +135.3% | -19.8% | +155.1% | +140.3% |
| 5Y | +62.6% | -40.5% | +103.1% | +102.7% |
| 10Y | +1,384.3% | -33.7% | +1,418.0% | +1,554.3% |
| All | +6,893.2% | -18.6% | +6,911.8% | +6,280.0% |
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 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