+1,570.9%
QQQ vs WAB
+3,025.3%
-1,454.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +0.4% | -3.2% | +3.6% | +1.4% |
| 30D | +0.2% | -4.4% | +4.7% | +1.7% |
| 3M | -2.8% | +7.9% | -10.7% | -5.6% |
| 6M | +18.0% | +8.7% | +9.3% | +14.0% |
| YTD | +17.3% | +33.0% | -15.7% | +5.8% |
| 1Y | +25.6% | +46.7% | -21.1% | +9.4% |
| 3Y | +93.7% | +153.0% | -59.3% | +40.0% |
| 5Y | +94.2% | +222.3% | -128.1% | +29.0% |
| 10Y | +557.9% | +291.0% | +266.9% | +275.9% |
| All | +1,570.9% | +3,025.3% | -1,454.4% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling