+712.3%
WDC vs QLD
+140.3%
+572.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -3.7% |
| 7D | -28.0% | -10.3% | -17.7% | -20.2% |
| 30D | -34.9% | -26.1% | -8.9% | -14.6% |
| 3M | -41.6% | -17.8% | -23.8% | -30.3% |
| 6M | -45.4% | -15.6% | -29.8% | -34.5% |
| YTD | +53.3% | +5.4% | +47.9% | +56.4% |
| 1Y | +61.5% | +5.2% | +56.3% | +66.0% |
| 3Y | +712.3% | +139.4% | +572.9% | +413.4% |
| All | +712.3% | +140.3% | +572.0% | +413.4% |
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