+153.8%
QLD vs WCN
+50.7%
+103.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -15.7% | +25.3% | -41.0% | -17.8% |
| 3M | -10.0% | +15.4% | -25.5% | -11.1% |
| 6M | -11.2% | +27.8% | -39.1% | -15.6% |
| YTD | +16.4% | +10.6% | +5.8% | +17.4% |
| 1Y | +12.7% | +15.8% | -3.1% | +10.6% |
| All | +153.8% | +50.7% | +103.1% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling