+1,542.6%
QLD vs WY
+3.3%
+1,539.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | +12.5% | -5.4% | +17.9% | +16.8% |
| 30D | -15.7% | +7.9% | -23.6% | -21.1% |
| 3M | -11.9% | -16.6% | +4.7% | -1.8% |
| 6M | -10.3% | -11.2% | +0.9% | -5.9% |
| YTD | +15.6% | -11.3% | +26.9% | +19.5% |
| 1Y | +12.1% | -5.5% | +17.7% | +10.0% |
| 3Y | +150.7% | -25.4% | +176.1% | +182.2% |
| 5Y | +86.6% | -32.4% | +119.0% | +136.2% |
| All | +1,542.6% | +3.3% | +1,539.3% | +1,498.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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