+7,256.1%
QLD vs WWD
+2,442.6%
+4,813.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.0% | -6.8% | -9.0% |
| 7D | -18.6% | -2.6% | -16.0% | -17.1% |
| 30D | -28.3% | -7.7% | -20.6% | -24.6% |
| 3M | -20.4% | -17.7% | -2.7% | -10.2% |
| 6M | -14.3% | -15.9% | +1.6% | -5.8% |
| YTD | +2.8% | +1.8% | +1.0% | -1.9% |
| 1Y | -1.2% | +17.4% | -18.6% | -14.7% |
| 3Y | +135.3% | +137.1% | -1.8% | +27.9% |
| 5Y | +62.6% | +162.4% | -99.8% | -16.6% |
| 10Y | +1,384.3% | +452.5% | +931.8% | +315.9% |
| All | +7,256.1% | +2,442.6% | +4,813.5% | +588.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling