+77.5%
QQQ vs WM
+61.9%
+15.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.6% | +3.2% | +0.4% | +3.1% |
| 30D | -6.7% | +13.0% | -19.7% | -8.7% |
| 3M | -7.0% | +9.2% | -16.3% | -8.5% |
| 6M | -4.7% | +13.6% | -18.3% | -7.5% |
| YTD | +11.1% | +12.4% | -1.3% | +7.5% |
| 1Y | +12.3% | +21.2% | -8.9% | +6.0% |
| 3Y | +83.3% | +48.7% | +34.6% | +55.6% |
| All | +77.5% | +61.9% | +15.7% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling