+366.5%
WFC vs QLD
+9,036.4%
-8,669.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | +1.5% | -0.1% | +1.6% | +1.3% |
| 3M | +10.9% | -8.4% | +19.2% | +13.0% |
| 6M | +8.4% | +32.2% | -23.8% | -8.5% |
| YTD | -1.9% | +28.9% | -30.8% | -16.3% |
| 1Y | +12.3% | +43.8% | -31.5% | -10.0% |
| 3Y | +132.3% | +176.6% | -44.3% | +25.1% |
| 5Y | +130.1% | +121.6% | +8.5% | +23.4% |
| 10Y | +134.4% | +1,652.9% | -1,518.5% | -71.0% |
| All | +366.5% | +9,036.4% | -8,669.9% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling