+1,480.5%
QQQ vs WM
+766.8%
+713.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -9.6% | +13.3% | -22.9% | -13.7% |
| 3M | -5.9% | +4.4% | -10.3% | -7.8% |
| 6M | -4.3% | +10.8% | -15.1% | -8.7% |
| YTD | +11.0% | +9.1% | +1.9% | +6.0% |
| 1Y | +11.9% | +19.1% | -7.2% | +3.4% |
| 3Y | +86.7% | +45.7% | +41.0% | +58.3% |
| 5Y | +77.1% | +60.4% | +16.6% | +43.9% |
| 10Y | +517.9% | +328.7% | +189.2% | +253.8% |
| All | +1,480.5% | +766.8% | +713.7% | +497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling