+152.2%
QLD vs WY
-24.9%
+177.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +12.5% | -5.4% | +17.9% | +14.2% |
| 30D | -15.7% | +7.9% | -23.6% | -17.9% |
| 3M | -11.9% | -16.6% | +4.7% | -6.7% |
| 6M | -10.3% | -11.2% | +0.9% | -7.8% |
| YTD | +15.6% | -11.3% | +26.9% | +17.6% |
| 1Y | +12.1% | -5.5% | +17.7% | +10.4% |
| All | +152.2% | -24.9% | +177.1% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling