+660.4%
WDC vs QLD
+1,387.1%
-726.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.6% |
| 7D | -16.7% | -3.8% | -13.0% | -14.1% |
| 30D | -27.2% | -20.5% | -6.7% | -14.7% |
| 3M | -34.0% | -14.6% | -19.4% | -26.2% |
| 6M | -39.7% | -14.7% | -25.1% | -31.1% |
| YTD | +68.1% | +11.2% | +56.9% | +65.5% |
| 1Y | +66.3% | +7.1% | +59.2% | +68.3% |
| 3Y | +754.4% | +141.1% | +613.3% | +434.4% |
| 5Y | +595.8% | +84.3% | +511.5% | +364.8% |
| 10Y | +660.4% | +1,450.1% | -789.7% | +19.9% |
| All | +660.4% | +1,387.1% | -726.7% | +19.9% |
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