+1,570.9%
QQQ vs WFC
+887.9%
+683.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +0.4% | +3.8% | -3.4% | -0.8% |
| 30D | +0.2% | +1.5% | -1.2% | -0.3% |
| 3M | -2.8% | +10.9% | -13.7% | -6.0% |
| 6M | +18.0% | +8.4% | +9.6% | +14.5% |
| YTD | +17.3% | -1.9% | +19.2% | +17.1% |
| 1Y | +25.6% | +12.3% | +13.2% | +20.1% |
| 3Y | +93.7% | +132.3% | -38.6% | +46.9% |
| 5Y | +94.2% | +130.1% | -35.9% | +45.7% |
| 10Y | +557.9% | +134.4% | +423.5% | +361.2% |
| All | +1,570.9% | +887.9% | +683.0% | +501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling