+240.0%
QWLD vs SPY
+386.7%
-146.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -0.1% | +0.5% | -0.6% | -0.5% |
| 30D | -1.4% | -0.9% | -0.4% | -0.7% |
| 3M | +4.8% | +3.9% | +0.9% | +1.9% |
| 6M | +8.4% | +14.5% | -6.1% | -1.6% |
| YTD | +10.7% | +12.9% | -2.2% | +1.4% |
| 1Y | +15.6% | +19.4% | -3.8% | +1.8% |
| 3Y | +59.5% | +78.5% | -18.9% | +5.0% |
| 5Y | +59.3% | +81.8% | -22.5% | +3.0% |
| 10Y | +199.3% | +311.5% | -112.2% | +24.6% |
| All | +240.0% | +386.7% | -146.7% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling