+674.3%
QQQ vs W
+209.7%
+464.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | +6.4% | -1.7% | +8.0% | +6.6% |
| 30D | -7.5% | +3.2% | -10.7% | -8.0% |
| 3M | -4.8% | +8.3% | -13.1% | -6.2% |
| 6M | -2.5% | +84.3% | -86.8% | -12.3% |
| YTD | +12.4% | +11.0% | +1.4% | +7.8% |
| 1Y | +11.3% | -0.2% | +11.5% | +8.2% |
| 3Y | +85.0% | +157.9% | -73.0% | +46.4% |
| 5Y | +79.6% | -56.8% | +136.4% | +62.7% |
| 10Y | +535.9% | +212.2% | +323.7% | +315.3% |
| All | +674.3% | +209.7% | +464.7% | +403.6% |
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