+154.7%
QLD vs WWD
+157.3%
-2.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +4.0% |
| 7D | -1.4% | +4.2% | -5.6% | -3.3% |
| 30D | -19.6% | -0.8% | -18.8% | -19.1% |
| 3M | -14.1% | -8.2% | -6.0% | -10.1% |
| 6M | -13.6% | -9.8% | -3.8% | -9.7% |
| YTD | +12.5% | +10.4% | +2.1% | +2.1% |
| 1Y | +13.1% | +25.5% | -12.3% | -6.6% |
| 3Y | +154.7% | +155.8% | -1.1% | +43.2% |
| All | +154.7% | +157.3% | -2.6% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling