+317.0%
WBD vs QLD
+9,036.4%
-8,719.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 6M | +1.1% | +32.2% | -31.1% | -12.5% |
| YTD | -2.0% | +28.9% | -30.9% | -14.5% |
| 1Y | +140.0% | +43.8% | +96.2% | +98.6% |
| 3Y | +144.4% | +176.6% | -32.2% | +49.3% |
| 5Y | -0.2% | +121.6% | -121.8% | -37.1% |
| 10Y | +9.1% | +1,652.9% | -1,643.8% | -77.2% |
| All | +317.0% | +9,036.4% | -8,719.4% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling