+112.4%
WFC vs QLD
+1,468.8%
-1,356.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.1% |
| 7D | +2.5% | +7.0% | -4.5% | +0.2% |
| 30D | +7.0% | -14.3% | +21.3% | +11.6% |
| 3M | -1.8% | -16.0% | +14.2% | +2.9% |
| 6M | +18.4% | -14.2% | +32.6% | +21.4% |
| YTD | -5.6% | +12.8% | -18.4% | -12.4% |
| 1Y | +3.9% | +14.1% | -10.2% | -4.2% |
| 3Y | +126.3% | +146.0% | -19.6% | +53.9% |
| 5Y | +91.1% | +82.0% | +9.1% | +35.1% |
| All | +112.4% | +1,468.8% | -1,356.4% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling