-11.7%
WDAY vs QLD
+140.3%
-152.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.2% | -4.2% |
| 7D | -2.5% | -10.3% | +7.8% | -0.3% |
| 30D | +4.7% | -26.1% | +30.7% | +11.8% |
| 3M | +13.3% | -17.8% | +31.1% | +17.7% |
| 6M | +57.3% | -15.6% | +72.9% | +59.3% |
| YTD | -10.2% | +5.4% | -15.6% | -16.2% |
| 1Y | -14.1% | +5.2% | -19.3% | -20.0% |
| 3Y | -11.7% | +139.4% | -151.1% | -41.6% |
| All | -11.7% | +140.3% | -152.0% | -41.6% |
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