+517.9%
QQQ vs WM
+337.2%
+180.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | -9.6% | +13.3% | -22.9% | -14.1% |
| 3M | -5.9% | +4.4% | -10.3% | -7.9% |
| 6M | -4.3% | +10.8% | -15.1% | -9.4% |
| YTD | +11.0% | +9.1% | +1.9% | +5.1% |
| 1Y | +11.9% | +19.1% | -7.2% | +1.6% |
| 3Y | +86.7% | +45.7% | +41.0% | +48.9% |
| 5Y | +77.1% | +60.4% | +16.6% | +32.2% |
| 10Y | +517.9% | +328.7% | +189.2% | +183.8% |
| All | +517.9% | +337.2% | +180.7% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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