-30.4%
WDAY vs QLD
+84.9%
-115.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.2% |
| 7D | -1.2% | -9.4% | +8.2% | +2.7% |
| 30D | +6.8% | -17.1% | +23.9% | +14.8% |
| 3M | +17.8% | -10.4% | +28.3% | +22.3% |
| 6M | +57.8% | +0.7% | +57.1% | +50.4% |
| YTD | -6.0% | +17.7% | -23.8% | -17.8% |
| 1Y | -13.5% | +14.7% | -28.2% | -23.7% |
| 3Y | -7.6% | +169.6% | -177.2% | -51.6% |
| All | -30.4% | +84.9% | -115.3% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling