+558.6%
QQQ vs WAB
+296.8%
+261.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.2% | -4.1% | +2.9% | +0.1% |
| 3M | -0.2% | +8.2% | -8.4% | -3.2% |
| 6M | +17.9% | +15.4% | +2.5% | +11.6% |
| YTD | +16.6% | +33.1% | -16.5% | +4.9% |
| 1Y | +23.0% | +48.1% | -25.1% | +6.5% |
| 3Y | +92.9% | +167.7% | -74.8% | +37.3% |
| 5Y | +95.6% | +225.7% | -130.1% | +30.6% |
| All | +558.6% | +296.8% | +261.7% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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