+1,520.2%
QLD vs WCN
+309.3%
+1,210.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.6% |
| 30D | -15.7% | +25.3% | -41.0% | -33.2% |
| 3M | -10.0% | +15.4% | -25.5% | -23.1% |
| 6M | -11.2% | +27.8% | -39.1% | -33.6% |
| YTD | +16.4% | +10.6% | +5.8% | -1.2% |
| 1Y | +12.7% | +15.8% | -3.1% | -9.6% |
| 3Y | +152.3% | +50.3% | +102.0% | +40.1% |
| 5Y | +91.8% | +46.9% | +44.8% | +9.1% |
| 10Y | +1,520.2% | +318.8% | +1,201.5% | +249.5% |
| All | +1,520.2% | +309.3% | +1,210.9% | +249.5% |
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