+2,126.4%
QQQ vs WBD
+288.3%
+1,838.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +1.0% | -1.7% | +2.7% | +1.4% |
| 30D | -0.6% | +3.9% | -4.5% | -1.5% |
| 3M | +1.3% | +5.1% | -3.8% | 0.0% |
| 6M | +18.1% | +0.6% | +17.6% | +17.9% |
| YTD | +16.9% | -3.2% | +20.0% | +17.6% |
| 1Y | +24.0% | +127.7% | -103.7% | -0.3% |
| 3Y | +95.6% | +146.6% | -50.9% | +44.7% |
| 5Y | +94.5% | +4.2% | +90.3% | +68.8% |
| 10Y | +571.7% | +13.7% | +558.0% | +384.9% |
| All | +2,126.4% | +288.3% | +1,838.1% | +819.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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