+129.3%
WFC vs QLD
+121.5%
+7.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +10.9% | -8.4% | +19.2% | +12.4% |
| 6M | +8.4% | +32.2% | -23.8% | -2.4% |
| YTD | -1.9% | +28.9% | -30.8% | -11.0% |
| 1Y | +12.3% | +43.8% | -31.5% | -2.0% |
| 3Y | +132.3% | +176.6% | -44.3% | +60.6% |
| All | +129.3% | +121.5% | +7.8% | +61.5% |
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