+142.9%
WFC vs QLD
+1,375.1%
-1,232.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.2% |
| 7D | +1.2% | -10.3% | +11.5% | +4.5% |
| 30D | +5.2% | -26.1% | +31.3% | +15.1% |
| 3M | -3.0% | -17.8% | +14.7% | +2.2% |
| 6M | +6.2% | -15.6% | +21.8% | +9.3% |
| YTD | -7.9% | +5.4% | -13.3% | -12.6% |
| 1Y | +0.3% | +5.2% | -5.0% | -5.0% |
| 3Y | +117.7% | +139.4% | -21.7% | +49.6% |
| 5Y | +88.4% | +66.7% | +21.6% | +37.5% |
| All | +142.9% | +1,375.1% | -1,232.2% | -9.0% |
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