+496.8%
QQQ vs WM
+336.6%
+160.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.2% |
| 7D | -5.0% | +1.2% | -6.2% | -5.5% |
| 30D | -13.4% | +13.1% | -26.5% | -17.7% |
| 3M | -8.1% | +3.6% | -11.7% | -9.8% |
| 6M | -5.5% | +8.1% | -13.6% | -9.6% |
| YTD | +7.2% | +8.9% | -1.7% | +1.5% |
| 1Y | +7.8% | +20.3% | -12.6% | -2.7% |
| 3Y | +80.7% | +46.2% | +34.6% | +43.8% |
| 5Y | +69.6% | +59.9% | +9.7% | +26.8% |
| All | +496.8% | +336.6% | +160.2% | +174.3% |
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