+19.5%
WBD vs QLD
+1,880.7%
-1,861.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +9.0% | +5.2% | +10.8% |
| 7D | +14.2% | +9.0% | +5.2% | +10.8% |
| 30D | +14.2% | +9.0% | +5.2% | +10.8% |
| 3M | +14.2% | +9.0% | +5.2% | +10.8% |
| 6M | +13.3% | +59.6% | -46.4% | -5.0% |
| YTD | +7.4% | +42.0% | -34.6% | -6.5% |
| 1Y | +63.0% | +44.5% | +18.5% | +40.0% |
| 3Y | +206.7% | +238.8% | -32.0% | +89.4% |
| 5Y | +18.4% | +178.6% | -160.3% | -26.9% |
| All | +19.5% | +1,880.7% | -1,861.2% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling