+2,331.2%
WDC vs QLD
+7,183.5%
-4,852.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -12.7% | -4.6% | -9.3% |
| 7D | -32.3% | -18.6% | -13.8% | -22.3% |
| 30D | -34.9% | -28.3% | -6.6% | -18.7% |
| 3M | -48.4% | -20.4% | -28.0% | -39.8% |
| 6M | -42.4% | -14.3% | -28.2% | -34.4% |
| YTD | +55.5% | +2.8% | +52.8% | +60.3% |
| 1Y | +67.5% | -1.2% | +68.7% | +77.8% |
| 3Y | +727.3% | +135.3% | +592.0% | +410.3% |
| 5Y | +533.3% | +62.6% | +470.8% | +342.4% |
| 10Y | +627.0% | +1,384.3% | -757.3% | +10.5% |
| All | +2,331.2% | +7,183.5% | -4,852.3% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling