+121.0%
QLD vs WWD
+198.3%
-77.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.4% |
| 7D | +0.6% | +1.3% | -0.7% | -0.3% |
| 30D | -0.1% | -7.2% | +7.0% | +4.7% |
| 3M | -8.4% | -3.8% | -4.5% | -7.4% |
| 6M | +32.2% | -9.9% | +42.1% | +38.5% |
| YTD | +28.9% | +14.8% | +14.1% | +11.2% |
| 1Y | +43.8% | +42.1% | +1.8% | +3.4% |
| 3Y | +176.6% | +170.8% | +5.8% | +13.7% |
| All | +121.0% | +198.3% | -77.2% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling