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  • WDAY vs QLD✓SelectedUSD · QLDWDAY vs QLD performance historyLatest closeAs of-5.38%09/04
Stock and ETF performance explorer

WDAY vs QLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+302.1%
QLD return
+5,062.9%
Excess return
-4,760.8%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioQLDExcessAlpha
1D-5.4%+0.3%-5.7%-5.5%
7D-4.4%+0.6%-4.9%-4.7%
30D+14.7%-0.1%+14.9%+14.8%
3M+32.4%-8.4%+40.7%+34.2%
6M+36.9%+32.2%+4.7%+12.2%
YTD-8.8%+28.9%-37.7%-24.6%
1Y-15.3%+43.8%-59.1%-34.6%
3Y-21.2%+176.6%-197.8%-61.0%
5Y-29.5%+121.6%-151.1%-63.2%
10Y+120.0%+1,652.9%-1,532.9%-71.4%
All+302.1%+5,062.9%-4,760.8%-67.4%

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