+1,569.6%
QQQ vs WAT
+1,472.3%
+97.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | -0.6% | -1.0% | +0.3% | -0.4% |
| 3M | +0.4% | +10.9% | -10.5% | -2.9% |
| 6M | +20.1% | +33.2% | -13.1% | +9.1% |
| YTD | +17.2% | +6.1% | +11.1% | +13.4% |
| 1Y | +24.7% | +30.2% | -5.5% | +12.8% |
| 3Y | +96.2% | +52.9% | +43.3% | +63.3% |
| 5Y | +94.4% | -5.1% | +99.5% | +85.1% |
| 10Y | +556.7% | +152.6% | +404.1% | +355.5% |
| All | +1,569.6% | +1,472.3% | +97.2% | +552.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling