+1,564.8%
QQQ vs WSM
+3,750.9%
-2,186.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | +1.0% | +2.6% | -1.6% | +0.4% |
| 30D | -0.6% | -9.3% | +8.7% | +1.6% |
| 3M | +1.3% | +7.1% | -5.8% | -0.5% |
| 6M | +18.1% | +21.7% | -3.6% | +12.2% |
| YTD | +16.9% | +28.7% | -11.9% | +9.2% |
| 1Y | +24.0% | +13.9% | +10.1% | +18.9% |
| 3Y | +95.6% | +232.2% | -136.6% | +39.1% |
| 5Y | +94.5% | +176.4% | -81.9% | +40.2% |
| 10Y | +571.7% | +1,072.4% | -500.7% | +213.1% |
| All | +1,564.8% | +3,750.9% | -2,186.1% | +346.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling