+724.2%
WDC vs QLD
+134.4%
+589.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -12.7% | -4.6% | -6.2% |
| 7D | -32.3% | -18.6% | -13.8% | -18.4% |
| 30D | -34.9% | -28.3% | -6.6% | -12.2% |
| 3M | -48.4% | -20.4% | -28.0% | -36.6% |
| 6M | -42.4% | -14.3% | -28.2% | -31.5% |
| YTD | +55.5% | +2.8% | +52.8% | +62.4% |
| 1Y | +67.5% | -1.2% | +68.7% | +80.5% |
| All | +724.2% | +134.4% | +589.8% | +432.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling