+82.1%
QLD vs WEC
+56.3%
+25.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | +7.0% | +2.3% | +4.7% | +6.6% |
| 30D | -14.3% | +11.1% | -25.4% | -16.1% |
| 3M | -16.0% | +8.4% | -24.4% | -17.4% |
| 6M | -14.2% | +7.5% | -21.7% | -15.9% |
| YTD | +12.8% | +15.3% | -2.6% | +7.8% |
| 1Y | +14.1% | +9.7% | +4.3% | +10.8% |
| 3Y | +146.0% | +64.7% | +81.3% | +95.8% |
| All | +82.1% | +56.3% | +25.7% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling