+1,381.3%
WDC vs QLD
+1,646.9%
-265.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.7% |
| 7D | +1.7% | +0.6% | +1.2% | +1.3% |
| 30D | -10.0% | -0.1% | -9.8% | -9.8% |
| 3M | -18.8% | -8.4% | -10.4% | -12.5% |
| 6M | +79.0% | +32.2% | +46.8% | +55.7% |
| YTD | +171.6% | +28.9% | +142.7% | +140.9% |
| 1Y | +417.4% | +43.8% | +373.6% | +333.3% |
| 3Y | +1,251.8% | +176.6% | +1,075.2% | +663.5% |
| 5Y | +911.7% | +121.6% | +790.1% | +493.0% |
| All | +1,381.3% | +1,646.9% | -265.5% | +112.7% |
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 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