+72.8%
QLD vs WETO
-99.4%
+172.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.2% | -2.2% |
| 7D | -2.6% | -19.9% | +17.3% | -2.5% |
| 30D | -3.3% | -42.7% | +39.4% | -4.7% |
| 3M | +1.8% | -97.7% | +99.5% | +5.1% |
| 6M | +29.7% | -94.4% | +124.2% | +29.4% |
| YTD | +25.1% | -97.0% | +122.1% | +26.5% |
| 1Y | +37.1% | -98.9% | +136.0% | +40.7% |
| All | +72.8% | -99.4% | +172.2% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling