+94.0%
WFC vs QLD
+77.5%
+16.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | 0.0% |
| 7D | +0.1% | -1.4% | +1.6% | +0.3% |
| 30D | +2.9% | -19.6% | +22.5% | +8.7% |
| 3M | -1.4% | -14.1% | +12.7% | +2.0% |
| 6M | +14.3% | -13.6% | +28.0% | +16.6% |
| YTD | -6.2% | +12.5% | -18.8% | -12.3% |
| 1Y | +1.6% | +13.1% | -11.6% | -5.4% |
| 3Y | +126.9% | +154.7% | -27.8% | +59.7% |
| 5Y | +94.0% | +81.1% | +12.9% | +41.1% |
| All | +94.0% | +77.5% | +16.4% | +41.1% |
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