+556.7%
QQQ vs WM
+305.2%
+251.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +1.9% |
| 30D | -0.6% | -4.3% | +3.7% | +1.0% |
| 3M | +0.4% | +0.8% | -0.3% | -0.7% |
| 6M | +20.1% | -10.8% | +30.8% | +24.6% |
| YTD | +17.2% | -0.1% | +17.3% | +15.3% |
| 1Y | +24.7% | +1.0% | +23.7% | +21.5% |
| 3Y | +96.2% | +45.1% | +51.1% | +55.0% |
| 5Y | +94.4% | +52.1% | +42.3% | +47.7% |
| 10Y | +556.7% | +302.9% | +253.7% | +205.7% |
| All | +556.7% | +305.2% | +251.5% | +205.7% |
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