+85.7%
WFC vs QLD
+66.7%
+18.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.7% |
| 7D | +0.6% | -10.3% | +10.9% | +3.4% |
| 30D | +4.6% | -26.1% | +30.6% | +13.1% |
| 3M | -3.6% | -17.8% | +14.1% | +0.9% |
| 6M | +5.6% | -15.6% | +21.1% | +8.2% |
| YTD | -8.5% | +5.4% | -13.8% | -12.9% |
| 1Y | -0.3% | +5.2% | -5.5% | -5.3% |
| 3Y | +116.4% | +139.4% | -23.0% | +54.9% |
| All | +85.7% | +66.7% | +18.9% | +38.6% |
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