+91.3%
QQQ vs GWW
+88.4%
+2.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -1.3% | -3.1% | +1.9% | -0.3% |
| 30D | -1.4% | -2.3% | +1.0% | -0.7% |
| 3M | +2.3% | -3.3% | +5.6% | +3.0% |
| 6M | +16.9% | +15.4% | +1.5% | +10.4% |
| YTD | +15.6% | +26.7% | -11.1% | +5.1% |
| 1Y | +22.6% | +29.0% | -6.3% | +10.5% |
| All | +91.3% | +88.4% | +2.9% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling