+1,502.1%
QLD vs WWD
+439.4%
+1,062.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.1% |
| 7D | +7.0% | +4.0% | +3.0% | +4.7% |
| 30D | -14.3% | +0.4% | -14.7% | -14.4% |
| 3M | -16.0% | -7.9% | -8.1% | -11.9% |
| 6M | -14.2% | -10.6% | -3.6% | -9.5% |
| YTD | +12.8% | +9.4% | +3.4% | +3.5% |
| 1Y | +14.1% | +25.7% | -11.7% | -4.8% |
| 3Y | +146.0% | +148.5% | -2.6% | +33.7% |
| 5Y | +82.0% | +189.5% | -107.5% | -9.9% |
| All | +1,502.1% | +439.4% | +1,062.8% | +466.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling