+139.4%
QLD vs WCN
+45.2%
+94.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.6% |
| 7D | -10.3% | +2.9% | -13.2% | -10.4% |
| 30D | -26.1% | +22.1% | -48.2% | -27.7% |
| 3M | -17.8% | +13.2% | -30.9% | -18.6% |
| 6M | -15.6% | +23.7% | -39.3% | -19.1% |
| YTD | +5.4% | +8.7% | -3.4% | +6.4% |
| 1Y | +5.2% | +15.3% | -10.1% | +2.6% |
| 3Y | +139.4% | +46.0% | +93.4% | +103.4% |
| All | +139.4% | +45.2% | +94.3% | +103.4% |
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