+1,570.9%
QQQ vs BWA
+1,658.6%
-87.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.8% |
| 7D | +0.4% | +5.7% | -5.3% | -1.6% |
| 30D | +0.2% | +1.4% | -1.2% | -0.4% |
| 3M | -2.8% | -12.1% | +9.3% | +1.2% |
| 6M | +18.0% | +28.6% | -10.6% | +7.1% |
| YTD | +17.3% | +51.1% | -33.8% | -0.9% |
| 1Y | +25.6% | +55.9% | -30.3% | +4.5% |
| 3Y | +93.7% | +70.1% | +23.6% | +51.6% |
| 5Y | +94.2% | +90.7% | +3.5% | +42.5% |
| 10Y | +557.9% | +154.0% | +403.9% | +297.0% |
| All | +1,570.9% | +1,658.6% | -87.6% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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