+123.9%
WDAY vs QLD
+1,470.2%
-1,346.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -4.6% |
| 7D | -4.0% | -1.4% | -2.6% | -4.1% |
| 30D | +1.9% | -19.6% | +21.5% | +11.6% |
| 3M | +5.9% | -14.1% | +20.0% | +11.9% |
| 6M | +48.8% | -13.6% | +62.4% | +51.7% |
| YTD | -11.4% | +12.5% | -24.0% | -22.6% |
| 1Y | -15.5% | +13.1% | -28.7% | -26.7% |
| 3Y | -15.6% | +154.7% | -170.3% | -56.3% |
| 5Y | -35.2% | +81.1% | -116.3% | -62.3% |
| 10Y | +123.9% | +1,418.0% | -1,294.1% | -70.5% |
| All | +123.9% | +1,470.2% | -1,346.4% | -70.5% |
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 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