+66.3%
WDC vs QLD
+8.6%
+57.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +1.3% |
| 7D | -16.7% | -3.8% | -13.0% | -12.2% |
| 30D | -27.2% | -20.5% | -6.7% | -2.0% |
| 3M | -34.0% | -14.6% | -19.4% | -19.5% |
| 6M | -39.7% | -14.7% | -25.1% | -25.2% |
| YTD | +68.1% | +11.2% | +56.9% | +50.2% |
| 1Y | +66.3% | +7.1% | +59.2% | +57.7% |
| All | +66.3% | +8.6% | +57.7% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling