+95.7%
QQQ vs WSM
+175.3%
-79.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -0.6% | -0.5% | 0.0% | -0.4% |
| 30D | -1.2% | -7.7% | +6.5% | +0.8% |
| 3M | -0.2% | +3.8% | -4.0% | -1.4% |
| 6M | +17.9% | +22.7% | -4.8% | +11.1% |
| YTD | +16.6% | +28.0% | -11.4% | +8.4% |
| 1Y | +23.0% | +12.7% | +10.3% | +17.7% |
| 3Y | +92.9% | +231.3% | -138.3% | +27.1% |
| All | +95.7% | +175.3% | -79.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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