+83.3%
QQQ vs WAT
+82.3%
+1.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.6% | +0.6% | +3.0% | +3.5% |
| 30D | -6.7% | +5.4% | -12.1% | -7.6% |
| 3M | -7.0% | +11.3% | -18.3% | -9.0% |
| 6M | -4.7% | +37.4% | -42.1% | -10.5% |
| YTD | +11.1% | +21.2% | -10.1% | +6.1% |
| 1Y | +12.3% | +21.3% | -9.1% | +7.2% |
| 3Y | +83.3% | +83.4% | -0.1% | +66.2% |
| All | +83.3% | +82.3% | +1.0% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling