+25.6%
QQQ vs WDC
+441.9%
-416.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | -0.7% |
| 7D | +0.4% | +1.7% | -1.4% | +0.1% |
| 30D | +0.2% | -10.0% | +10.2% | +1.4% |
| 3M | -2.8% | -18.8% | +15.9% | -1.3% |
| 6M | +18.0% | +79.0% | -61.0% | +7.7% |
| YTD | +17.3% | +171.6% | -154.2% | +0.9% |
| 1Y | +25.6% | +417.4% | -391.8% | +1.0% |
| All | +25.6% | +441.9% | -416.4% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 1y: compounded portfolio wealth divided by compounded WDC 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…
1y analysis · Full analysis span regression · 6 months rolling