+131.0%
WDAY vs QLD
+1,536.4%
-1,405.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | -1.0% |
| 7D | -5.3% | -1.2% | -4.1% | -5.6% |
| 30D | +1.5% | -15.7% | +17.3% | +8.7% |
| 3M | +5.5% | -10.0% | +15.5% | +8.9% |
| 6M | +57.4% | -11.2% | +68.7% | +58.4% |
| YTD | -11.0% | +16.4% | -27.4% | -23.5% |
| 1Y | -15.8% | +12.7% | -28.5% | -26.6% |
| 3Y | -16.9% | +152.3% | -169.2% | -56.6% |
| 5Y | -35.3% | +91.8% | -127.0% | -63.5% |
| 10Y | +131.0% | +1,520.2% | -1,389.2% | -70.1% |
| All | +131.0% | +1,536.4% | -1,405.3% | -70.1% |
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