+82.1%
QLD vs WY
-31.4%
+113.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.6% |
| 7D | +7.0% | -0.8% | +7.8% | +7.6% |
| 30D | -14.3% | +10.1% | -24.4% | -20.9% |
| 3M | -16.0% | -15.4% | -0.6% | -6.8% |
| 6M | -14.2% | -8.3% | -5.9% | -12.1% |
| YTD | +12.8% | -9.8% | +22.6% | +14.7% |
| 1Y | +14.1% | -3.9% | +17.9% | +9.1% |
| 3Y | +146.0% | -23.3% | +169.3% | +165.5% |
| All | +82.1% | -31.4% | +113.5% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling