+93.3%
QQQ vs WFC
+133.1%
-39.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | +1.0% | +0.4% | +0.5% | +0.9% |
| 30D | -0.6% | +2.5% | -3.1% | -1.3% |
| 3M | +1.3% | +10.0% | -8.7% | -1.5% |
| 6M | +18.1% | +15.1% | +3.1% | +12.9% |
| YTD | +16.9% | -2.2% | +19.1% | +17.1% |
| 1Y | +24.0% | +13.5% | +10.5% | +18.3% |
| All | +93.3% | +133.1% | -39.7% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 3y: compounded portfolio wealth divided by compounded WFC 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…
3y analysis · Full analysis span regression · 6 months rolling