-13.5%
WDAY vs QLD
+13.1%
-26.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +2.1% |
| 7D | -1.2% | -9.4% | +8.2% | -1.7% |
| 30D | +6.8% | -17.1% | +23.9% | +5.8% |
| 3M | +17.8% | -10.4% | +28.3% | +17.0% |
| 6M | +57.8% | +0.7% | +57.1% | +55.5% |
| YTD | -6.0% | +17.7% | -23.8% | -8.6% |
| 1Y | -13.5% | +14.7% | -28.2% | -15.5% |
| All | -13.5% | +13.1% | -26.7% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling