-5.5%
QQQ vs WM
+6.8%
-12.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +0.2% |
| 7D | -5.0% | +1.2% | -6.2% | -4.3% |
| 30D | -13.4% | +13.1% | -26.5% | -6.4% |
| 3M | -8.1% | +3.6% | -11.7% | -6.3% |
| 6M | -5.5% | +8.1% | -13.6% | +1.2% |
| All | -5.5% | +6.8% | -12.3% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling