+96.6%
QQQ vs WM
+46.8%
+49.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.3% |
| 30D | +0.2% | -2.4% | +2.6% | +0.2% |
| 3M | -2.8% | +0.4% | -3.2% | -3.1% |
| 6M | +18.0% | -9.5% | +27.5% | +18.7% |
| YTD | +17.3% | +0.5% | +16.8% | +16.6% |
| 1Y | +25.6% | -1.1% | +26.7% | +25.4% |
| All | +96.6% | +46.8% | +49.8% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling