+89.2%
WFC vs QLD
+61.4%
+27.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.7% | +9.7% | +0.5% |
| 7D | 0.0% | -18.6% | +18.5% | +5.5% |
| 30D | +4.0% | -28.3% | +32.3% | +13.5% |
| 3M | -4.4% | -20.4% | +16.0% | +1.1% |
| 6M | +7.4% | -14.3% | +21.6% | +9.4% |
| YTD | -7.5% | +2.8% | -10.3% | -11.3% |
| 1Y | -0.3% | -1.2% | +0.9% | -3.5% |
| 3Y | +117.2% | +135.3% | -18.1% | +56.2% |
| 5Y | +89.2% | +62.6% | +26.6% | +42.4% |
| All | +89.2% | +61.4% | +27.8% | +42.4% |
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