+7,956.4%
QLD vs WY
+96.0%
+7,860.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.3% |
| 7D | -1.4% | -0.8% | -0.7% | -1.1% |
| 30D | -19.6% | +10.6% | -30.2% | -26.7% |
| 3M | -14.1% | -16.6% | +2.5% | -3.4% |
| 6M | -13.6% | -8.6% | -5.0% | -11.1% |
| YTD | +12.5% | -8.4% | +21.0% | +13.7% |
| 1Y | +13.1% | -5.1% | +18.3% | +10.5% |
| 3Y | +154.7% | -21.9% | +176.6% | +178.6% |
| 5Y | +81.1% | -31.3% | +112.4% | +128.2% |
| 10Y | +1,418.0% | +3.6% | +1,414.4% | +1,147.7% |
| All | +7,956.4% | +96.0% | +7,860.4% | +3,600.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling