+1,628.2%
QLD vs WCN
+238.4%
+1,389.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.4% |
| 7D | +0.6% | -0.6% | +1.2% | +1.2% |
| 30D | -0.1% | +0.4% | -0.6% | -0.8% |
| 3M | -8.4% | +7.3% | -15.7% | -17.1% |
| 6M | +32.2% | -2.5% | +34.7% | +29.6% |
| YTD | +28.9% | -5.4% | +34.3% | +29.3% |
| 1Y | +43.8% | -8.5% | +52.3% | +47.5% |
| 3Y | +176.6% | +20.8% | +155.8% | +95.5% |
| 5Y | +121.6% | +30.0% | +91.5% | +42.5% |
| All | +1,628.2% | +238.4% | +1,389.8% | +356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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