+665.0%
QQQ vs W
+210.9%
+454.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +3.6% | +0.2% | +3.5% | +3.6% |
| 30D | -6.7% | +6.8% | -13.5% | -7.8% |
| 3M | -7.0% | +10.7% | -17.7% | -8.7% |
| 6M | -4.7% | +86.3% | -91.0% | -14.4% |
| YTD | +11.1% | +11.5% | -0.4% | +6.5% |
| 1Y | +12.3% | +5.1% | +7.2% | +8.3% |
| 3Y | +83.3% | +171.0% | -87.7% | +44.0% |
| 5Y | +77.5% | -56.6% | +134.1% | +60.6% |
| 10Y | +528.3% | +213.4% | +314.9% | +310.0% |
| All | +665.0% | +210.9% | +454.1% | +397.3% |
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