+121.0%
QLD vs WCC
+216.1%
-95.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.5% | -1.9% |
| 7D | +0.6% | +4.5% | -3.9% | -2.0% |
| 30D | -0.1% | -5.8% | +5.7% | +3.0% |
| 3M | -8.4% | -3.7% | -4.7% | -6.8% |
| 6M | +32.2% | +23.1% | +9.1% | +15.7% |
| YTD | +28.9% | +44.2% | -15.3% | +2.2% |
| 1Y | +43.8% | +62.1% | -18.3% | +5.3% |
| 3Y | +176.6% | +121.1% | +55.5% | +53.6% |
| All | +121.0% | +216.1% | -95.0% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling