+695.1%
WDC vs QLD
+1,536.4%
-841.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +5.4% |
| 7D | -3.2% | -1.2% | -2.1% | -1.6% |
| 30D | -19.0% | -15.7% | -3.3% | -8.6% |
| 3M | -28.4% | -10.0% | -18.4% | -22.5% |
| 6M | -39.2% | -11.2% | -28.0% | -32.2% |
| YTD | +82.1% | +16.4% | +65.7% | +74.3% |
| 1Y | +84.7% | +12.7% | +72.0% | +81.1% |
| 3Y | +825.6% | +152.3% | +673.4% | +463.0% |
| 5Y | +608.2% | +91.8% | +516.4% | +361.4% |
| 10Y | +695.1% | +1,520.2% | -825.1% | +21.1% |
| All | +695.1% | +1,536.4% | -841.3% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling