+1,315.8%
QLD vs WWD
+442.6%
+873.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.0% | -6.8% | -9.2% |
| 7D | -18.6% | -2.6% | -16.0% | -17.2% |
| 30D | -28.3% | -7.7% | -20.6% | -24.8% |
| 3M | -20.4% | -17.7% | -2.7% | -10.9% |
| 6M | -14.3% | -15.9% | +1.6% | -6.4% |
| YTD | +2.8% | +1.8% | +1.0% | -1.7% |
| 1Y | -1.2% | +17.4% | -18.6% | -14.1% |
| 3Y | +135.3% | +137.1% | -1.8% | +31.6% |
| 5Y | +62.6% | +162.4% | -99.8% | -14.7% |
| All | +1,315.8% | +442.6% | +873.2% | +430.7% |
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