+558.6%
QQQ vs GWW
+570.2%
-11.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -0.6% | -3.4% | +2.8% | +0.6% |
| 30D | -1.2% | -1.9% | +0.7% | -0.6% |
| 3M | -0.2% | -2.4% | +2.2% | +0.3% |
| 6M | +17.9% | +15.7% | +2.2% | +11.3% |
| YTD | +16.6% | +27.6% | -11.0% | +5.9% |
| 1Y | +23.0% | +27.2% | -4.2% | +11.6% |
| 3Y | +92.9% | +89.7% | +3.3% | +49.9% |
| 5Y | +95.6% | +223.9% | -128.3% | +24.7% |
| All | +558.6% | +570.2% | -11.6% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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