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  • QLD vs WY✓SelectedUSD · WYQLD vs WY performance historyLatest closeAs of-0.17%09/08
Stock and ETF performance explorer

QLD vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,646.5%
WY return
+5.5%
Excess return
+1,641.0%
Maximum drawdown
-63.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D-0.2%-1.4%+1.3%+0.8%
7D+3.0%-2.1%+5.0%+4.5%
30D-1.8%-10.5%+8.7%+5.9%
3M-1.8%-4.9%+3.1%+0.2%
6M+36.9%-4.9%+41.8%+38.8%
YTD+28.7%-1.7%+30.4%+25.8%
1Y+41.9%-9.4%+51.3%+46.0%
3Y+184.2%-22.3%+206.5%+217.7%
5Y+122.1%-20.5%+142.6%+153.8%
10Y+1,646.5%+4.9%+1,641.6%+1,489.0%
All+1,646.5%+5.5%+1,641.0%+1,489.0%

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