+1,569.6%
QQQ vs WDC
+7,904.4%
-6,334.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +1.5% | +6.0% | -4.5% | +0.2% |
| 30D | -0.6% | +9.9% | -10.6% | -2.9% |
| 3M | +0.4% | -9.4% | +9.8% | +0.2% |
| 6M | +20.1% | +94.7% | -74.7% | +1.1% |
| YTD | +17.2% | +177.4% | -160.1% | -9.8% |
| 1Y | +24.7% | +412.6% | -387.9% | -16.8% |
| 3Y | +96.2% | +1,359.8% | -1,263.6% | +2.7% |
| 5Y | +94.4% | +992.6% | -898.2% | +5.9% |
| 10Y | +556.7% | +1,245.5% | -688.8% | +218.0% |
| All | +1,569.6% | +7,904.4% | -6,334.9% | +328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling