+533.3%
WDC vs QLD
+61.4%
+471.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -12.7% | -4.6% | -8.7% |
| 7D | -32.3% | -18.6% | -13.8% | -21.6% |
| 30D | -34.9% | -28.3% | -6.6% | -17.6% |
| 3M | -48.4% | -20.4% | -28.0% | -39.3% |
| 6M | -42.4% | -14.3% | -28.2% | -33.7% |
| YTD | +55.5% | +2.8% | +52.8% | +61.9% |
| 1Y | +67.5% | -1.2% | +68.7% | +79.1% |
| 3Y | +727.3% | +135.3% | +592.0% | +449.7% |
| 5Y | +533.3% | +62.6% | +470.8% | +338.8% |
| All | +533.3% | +61.4% | +471.9% | +338.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling