+133.5%
QLD vs WEC
+57.1%
+76.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.2% | -12.9% | -12.7% |
| 7D | -18.6% | +3.2% | -21.8% | -17.8% |
| 30D | -28.3% | +14.7% | -42.9% | -25.3% |
| 3M | -20.4% | +10.2% | -30.6% | -17.9% |
| 6M | -14.3% | +4.5% | -18.8% | -12.6% |
| YTD | +2.8% | +15.1% | -12.3% | +6.7% |
| 1Y | -1.2% | +9.4% | -10.6% | +1.8% |
| All | +133.5% | +57.1% | +76.4% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling