+76.7%
QLD vs WETO
-99.4%
+176.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.6% |
| 7D | +1.9% | -38.7% | +40.6% | +2.1% |
| 30D | -1.8% | -51.3% | +49.5% | -3.2% |
| 3M | -0.1% | -97.8% | +97.7% | +3.1% |
| 6M | +32.6% | -94.8% | +127.3% | +32.3% |
| YTD | +27.9% | -97.2% | +125.1% | +29.4% |
| 1Y | +40.3% | -98.9% | +139.2% | +44.0% |
| All | +76.7% | -99.4% | +176.1% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling