+584.9%
WDC vs QLD
+77.5%
+507.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.8% | +3.1% | +5.2% |
| 7D | -14.4% | -1.4% | -13.0% | -12.9% |
| 30D | -27.1% | -19.6% | -7.5% | -14.5% |
| 3M | -33.3% | -14.1% | -19.1% | -25.2% |
| 6M | -39.6% | -13.6% | -26.0% | -31.1% |
| YTD | +68.4% | +12.5% | +55.8% | +64.9% |
| 1Y | +78.2% | +13.1% | +65.0% | +75.0% |
| 3Y | +772.0% | +154.7% | +617.3% | +448.5% |
| 5Y | +584.9% | +81.1% | +503.8% | +346.7% |
| All | +584.9% | +77.5% | +507.4% | +346.7% |
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 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