+86.8%
WFC vs QLD
+66.7%
+20.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.1% |
| 7D | +1.2% | -10.3% | +11.5% | +4.1% |
| 30D | +5.2% | -26.1% | +31.3% | +13.8% |
| 3M | -3.0% | -17.8% | +14.7% | +1.5% |
| 6M | +6.2% | -15.6% | +21.8% | +8.8% |
| YTD | -7.9% | +5.4% | -13.3% | -12.3% |
| 1Y | +0.3% | +5.2% | -5.0% | -4.7% |
| 3Y | +117.7% | +139.4% | -21.7% | +55.8% |
| All | +86.8% | +66.7% | +20.0% | +39.5% |
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