+94.5%
QQQ vs W
-62.3%
+156.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.0% | +5.9% | -4.9% | +0.1% |
| 30D | -0.6% | -3.0% | +2.4% | -0.2% |
| 3M | +1.3% | +40.3% | -39.0% | -5.4% |
| 6M | +18.1% | +32.2% | -14.1% | +10.6% |
| YTD | +16.9% | -0.3% | +17.2% | +13.8% |
| 1Y | +24.0% | +16.2% | +7.8% | +16.5% |
| 3Y | +95.6% | +40.7% | +54.9% | +64.5% |
| 5Y | +94.5% | -62.3% | +156.9% | +78.1% |
| All | +94.5% | -62.3% | +156.8% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling