+558.6%
QQQ vs WDC
+1,221.6%
-663.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.6% |
| 7D | -0.6% | -4.3% | +3.7% | +0.5% |
| 30D | -1.2% | -1.5% | +0.3% | -1.3% |
| 3M | -0.2% | -15.5% | +15.3% | +1.1% |
| 6M | +17.9% | +66.5% | -48.5% | -1.6% |
| YTD | +16.6% | +159.9% | -143.2% | -15.8% |
| 1Y | +23.0% | +366.0% | -343.0% | -26.2% |
| 3Y | +92.9% | +1,285.8% | -1,192.9% | -18.7% |
| 5Y | +95.6% | +925.6% | -830.0% | -13.1% |
| All | +558.6% | +1,221.6% | -663.1% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling