+314.5%
WDAY vs QLD
+4,616.1%
-4,301.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.0% |
| 7D | -1.2% | -9.4% | +8.2% | +3.6% |
| 30D | +6.8% | -17.1% | +23.9% | +16.6% |
| 3M | +17.8% | -10.4% | +28.3% | +23.3% |
| 6M | +57.8% | +0.7% | +57.1% | +49.2% |
| YTD | -6.0% | +17.7% | -23.8% | -19.4% |
| 1Y | -13.5% | +14.7% | -28.2% | -25.2% |
| 3Y | -7.6% | +169.6% | -177.2% | -54.1% |
| 5Y | -30.5% | +86.7% | -117.2% | -60.5% |
| 10Y | +143.9% | +1,600.8% | -1,456.9% | -68.3% |
| All | +314.5% | +4,616.1% | -4,301.6% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling