-20.8%
WDAY vs QLD
+178.0%
-198.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | +0.6% | -4.9% | -4.5% |
| 30D | +14.7% | -0.1% | +14.9% | +14.8% |
| 3M | +32.4% | -8.4% | +40.7% | +34.3% |
| 6M | +36.9% | +32.2% | +4.7% | +21.6% |
| YTD | -8.8% | +28.9% | -37.7% | -18.4% |
| 1Y | -15.3% | +43.8% | -59.1% | -27.7% |
| All | -20.8% | +178.0% | -198.8% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling