+125.4%
WDAY vs QLD
+1,375.1%
-1,249.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.2% | -4.9% |
| 7D | -2.5% | -10.3% | +7.8% | +2.0% |
| 30D | +4.7% | -26.1% | +30.7% | +19.5% |
| 3M | +13.3% | -17.8% | +31.1% | +22.5% |
| 6M | +57.3% | -15.6% | +72.9% | +61.9% |
| YTD | -10.2% | +5.4% | -15.6% | -18.8% |
| 1Y | -14.1% | +5.2% | -19.3% | -22.6% |
| 3Y | -11.7% | +139.4% | -151.1% | -52.8% |
| 5Y | -33.5% | +66.7% | -100.2% | -59.6% |
| All | +125.4% | +1,375.1% | -1,249.7% | -69.5% |
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