-34.1%
WDAY vs QLD
+66.7%
-100.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.2% | -4.7% |
| 7D | -2.5% | -10.3% | +7.8% | +1.4% |
| 30D | +4.7% | -26.1% | +30.7% | +17.3% |
| 3M | +13.3% | -17.8% | +31.1% | +21.1% |
| 6M | +57.3% | -15.6% | +72.9% | +61.1% |
| YTD | -10.2% | +5.4% | -15.6% | -18.2% |
| 1Y | -14.1% | +5.2% | -19.3% | -22.0% |
| 3Y | -11.7% | +139.4% | -151.1% | -51.6% |
| All | -34.1% | +66.7% | -100.8% | -61.2% |
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