+78.1%
QLD vs WETO
-99.4%
+177.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -20.8% | +21.1% | +0.4% |
| 7D | +0.6% | -55.4% | +56.0% | +0.8% |
| 30D | -0.1% | -48.5% | +48.4% | -1.6% |
| 3M | -8.4% | -97.5% | +89.1% | -5.6% |
| 6M | +32.2% | -94.2% | +126.4% | +31.8% |
| YTD | +28.9% | -97.0% | +125.9% | +30.4% |
| 1Y | +43.8% | -98.9% | +142.7% | +47.7% |
| All | +78.1% | -99.4% | +177.4% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling