+1,256.8%
WDC vs QLD
+178.0%
+1,078.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.6% |
| 7D | +1.7% | +0.6% | +1.2% | +1.1% |
| 30D | -10.0% | -0.1% | -9.8% | -9.8% |
| 3M | -18.8% | -8.4% | -10.4% | -11.1% |
| 6M | +79.0% | +32.2% | +46.8% | +49.1% |
| YTD | +171.6% | +28.9% | +142.7% | +131.6% |
| 1Y | +417.4% | +43.8% | +373.6% | +312.3% |
| All | +1,256.8% | +178.0% | +1,078.8% | +580.4% |
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