+1,570.9%
QQQ vs WM
+698.7%
+872.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +0.2% | -2.4% | +2.6% | +1.0% |
| 3M | -2.8% | +0.4% | -3.2% | -3.6% |
| 6M | +18.0% | -9.5% | +27.5% | +21.0% |
| YTD | +17.3% | +0.5% | +16.8% | +15.7% |
| 1Y | +25.6% | -1.1% | +26.7% | +24.2% |
| 3Y | +93.7% | +46.0% | +47.7% | +64.2% |
| 5Y | +94.2% | +51.8% | +42.3% | +61.4% |
| 10Y | +557.9% | +307.5% | +250.3% | +284.9% |
| All | +1,570.9% | +698.7% | +872.2% | +552.1% |
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