+91.8%
QLD vs WWD
+191.3%
-99.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +3.7% |
| 7D | -1.2% | +3.7% | -4.9% | -3.2% |
| 30D | -15.7% | +1.8% | -17.5% | -16.6% |
| 3M | -10.0% | -5.0% | -5.1% | -7.0% |
| 6M | -11.2% | -8.4% | -2.8% | -7.4% |
| YTD | +16.4% | +12.3% | +4.1% | +1.7% |
| 1Y | +12.7% | +26.2% | -13.6% | -11.3% |
| 3Y | +152.3% | +154.6% | -2.3% | +6.8% |
| 5Y | +91.8% | +195.3% | -103.5% | -31.9% |
| All | +91.8% | +191.3% | -99.6% | -31.9% |
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