+558.6%
QQQ vs W
+158.6%
+400.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | -1.2% | -4.2% | +3.0% | -0.6% |
| 3M | -0.2% | +26.9% | -27.1% | -5.0% |
| 6M | +17.9% | +31.2% | -13.3% | +10.7% |
| YTD | +16.6% | -1.8% | +18.5% | +14.0% |
| 1Y | +23.0% | +9.3% | +13.7% | +17.0% |
| 3Y | +92.9% | +33.2% | +59.7% | +65.4% |
| 5Y | +95.6% | -62.4% | +158.0% | +80.7% |
| All | +558.6% | +158.6% | +400.0% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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