+642.9%
WDC vs QLD
+1,468.8%
-826.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -3.4% |
| 7D | +12.1% | +7.0% | +5.1% | +7.7% |
| 30D | -18.8% | -14.3% | -4.5% | -9.2% |
| 3M | -39.3% | -16.0% | -23.3% | -31.4% |
| 6M | -40.1% | -14.2% | -25.9% | -31.7% |
| YTD | +71.8% | +12.8% | +59.0% | +67.9% |
| 1Y | +88.5% | +14.1% | +74.4% | +83.9% |
| 3Y | +770.0% | +146.0% | +624.0% | +438.2% |
| 5Y | +549.0% | +82.0% | +467.0% | +337.0% |
| All | +642.9% | +1,468.8% | -826.0% | +11.1% |
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