+1,502.1%
QLD vs WCC
+431.3%
+1,070.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.6% |
| 7D | +7.0% | +9.9% | -2.9% | +2.0% |
| 30D | -14.3% | -8.4% | -5.9% | -10.6% |
| 3M | -16.0% | -10.3% | -5.7% | -11.8% |
| 6M | -14.2% | -10.5% | -3.8% | -10.1% |
| YTD | +12.8% | +32.2% | -19.4% | -4.1% |
| 1Y | +14.1% | +25.5% | -11.5% | -0.5% |
| 3Y | +146.0% | +134.7% | +11.3% | +46.7% |
| 5Y | +82.0% | +139.9% | -57.9% | +3.8% |
| All | +1,502.1% | +431.3% | +1,070.8% | +494.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling