+708.1%
QQQ vs W
+176.2%
+531.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.2% |
| 7D | +0.4% | -4.2% | +4.5% | +0.9% |
| 30D | +0.2% | -7.6% | +7.8% | +1.3% |
| 3M | -2.8% | +37.2% | -40.0% | -8.3% |
| 6M | +18.0% | +26.3% | -8.3% | +12.0% |
| YTD | +17.3% | -1.0% | +18.3% | +14.7% |
| 1Y | +25.6% | +20.1% | +5.5% | +18.3% |
| 3Y | +93.7% | +37.8% | +55.9% | +67.5% |
| 5Y | +94.2% | -63.7% | +157.8% | +80.2% |
| 10Y | +557.9% | +156.3% | +401.5% | +340.1% |
| All | +708.1% | +176.2% | +531.9% | +435.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling