+8.4%
QLD vs WEC
+7.6%
+0.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +7.5% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -19.6% | +12.9% | -32.5% | -13.5% |
| 3M | -14.1% | +9.8% | -23.9% | -9.1% |
| 6M | -13.6% | +6.7% | -20.4% | -10.4% |
| YTD | +12.5% | +14.0% | -1.4% | +22.5% |
| All | +8.4% | +7.6% | +0.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling