+7,256.1%
QLD vs WEC
+1,049.3%
+6,206.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.2% | -12.9% | -12.9% |
| 7D | -18.6% | +3.2% | -21.8% | -20.6% |
| 30D | -28.3% | +14.7% | -42.9% | -35.8% |
| 3M | -20.4% | +10.2% | -30.6% | -26.8% |
| 6M | -14.3% | +4.5% | -18.8% | -18.9% |
| YTD | +2.8% | +15.1% | -12.3% | -10.7% |
| 1Y | -1.2% | +9.4% | -10.6% | -10.8% |
| 3Y | +135.3% | +56.9% | +78.4% | +49.5% |
| 5Y | +62.6% | +54.4% | +8.1% | +1.9% |
| 10Y | +1,384.3% | +183.5% | +1,200.8% | +345.4% |
| All | +7,256.1% | +1,049.3% | +6,206.8% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling