+111.7%
WFC vs QLD
+1,508.4%
-1,396.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.7% | +12.5% | -10.8% | -2.2% |
| 30D | +6.8% | -15.7% | +22.5% | +12.1% |
| 3M | -3.0% | -11.9% | +8.9% | 0.0% |
| 6M | +15.4% | -10.3% | +25.7% | +16.6% |
| YTD | -5.9% | +15.6% | -21.5% | -13.4% |
| 1Y | +1.7% | +12.1% | -10.5% | -5.7% |
| 3Y | +124.9% | +150.7% | -25.8% | +52.1% |
| 5Y | +90.5% | +86.6% | +3.9% | +33.6% |
| All | +111.7% | +1,508.4% | -1,396.7% | -34.3% |
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 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