+94.5%
QQQ vs WAT
-4.9%
+99.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.0% | -1.8% | +2.8% | +1.5% |
| 30D | -0.6% | -1.7% | +1.1% | -0.2% |
| 3M | +1.3% | +9.1% | -7.8% | -1.3% |
| 6M | +18.1% | +32.4% | -14.3% | +8.0% |
| YTD | +16.9% | +6.6% | +10.3% | +13.3% |
| 1Y | +24.0% | +34.7% | -10.7% | +11.1% |
| 3Y | +95.6% | +53.6% | +42.0% | +57.4% |
| 5Y | +94.5% | -4.1% | +98.6% | +82.7% |
| All | +94.5% | -4.9% | +99.4% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling