+117.3%
WDAY vs QLD
+1,646.9%
-1,529.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | +0.6% | -4.9% | -4.7% |
| 30D | +14.7% | -0.1% | +14.9% | +14.8% |
| 3M | +32.4% | -8.4% | +40.7% | +34.2% |
| 6M | +36.9% | +32.2% | +4.7% | +13.0% |
| YTD | -8.8% | +28.9% | -37.7% | -24.0% |
| 1Y | -15.3% | +43.8% | -59.1% | -34.0% |
| 3Y | -21.2% | +176.6% | -197.8% | -60.1% |
| 5Y | -29.5% | +121.6% | -151.1% | -62.5% |
| All | +117.3% | +1,646.9% | -1,529.6% | -70.8% |
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