+558.6%
QQQ vs WTW
+198.0%
+360.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -5.7% | +5.1% | +1.5% |
| 30D | -1.2% | -7.3% | +6.0% | +1.3% |
| 3M | -0.2% | +21.5% | -21.7% | -7.9% |
| 6M | +17.9% | +9.6% | +8.3% | +12.3% |
| YTD | +16.6% | -3.3% | +19.9% | +15.9% |
| 1Y | +23.0% | -6.1% | +29.1% | +23.5% |
| 3Y | +92.9% | +61.8% | +31.1% | +46.8% |
| 5Y | +95.6% | +42.7% | +52.9% | +56.4% |
| All | +558.6% | +198.0% | +360.5% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling