+142.7%
WBD vs QLD
+178.0%
-35.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | -1.8% | +0.6% | -2.4% | -2.1% |
| 30D | +8.8% | -0.1% | +8.9% | +8.7% |
| 3M | +4.6% | -8.4% | +13.0% | +7.0% |
| 6M | +1.1% | +32.2% | -31.1% | -13.8% |
| YTD | -2.0% | +28.9% | -30.9% | -15.8% |
| 1Y | +140.0% | +43.8% | +96.2% | +92.9% |
| All | +142.7% | +178.0% | -35.3% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling