+59.8%
QWLD vs SPY
+82.3%
-22.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.2% |
| 7D | -1.1% | -0.8% | -0.4% | -0.6% |
| 30D | -1.5% | -1.1% | -0.5% | -0.7% |
| 3M | +3.6% | +3.9% | -0.2% | +0.7% |
| 6M | +8.0% | +13.6% | -5.6% | -1.9% |
| YTD | +10.3% | +12.7% | -2.4% | +0.8% |
| 1Y | +14.2% | +17.5% | -3.3% | +1.0% |
| 3Y | +57.9% | +76.9% | -19.0% | +0.8% |
| All | +59.8% | +82.3% | -22.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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