+8,175.3%
QLD vs WY
+89.8%
+8,085.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.1% |
| 7D | +12.5% | -5.4% | +17.9% | +17.2% |
| 30D | -15.7% | +7.9% | -23.6% | -21.6% |
| 3M | -11.9% | -16.6% | +4.7% | -1.0% |
| 6M | -10.3% | -11.2% | +0.9% | -5.6% |
| YTD | +15.6% | -11.3% | +26.9% | +19.7% |
| 1Y | +12.1% | -5.5% | +17.7% | +9.9% |
| 3Y | +150.7% | -25.4% | +176.1% | +183.9% |
| 5Y | +86.6% | -32.4% | +119.0% | +137.9% |
| 10Y | +1,509.7% | +3.8% | +1,506.0% | +1,218.3% |
| All | +8,175.3% | +89.8% | +8,085.4% | +3,795.1% |
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 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