+1,736.3%
QQQ vs WTW
+1,101.3%
+635.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -1.3% | -7.8% | +6.5% | +1.5% |
| 30D | -1.4% | -7.9% | +6.5% | +1.3% |
| 3M | +2.3% | +19.9% | -17.7% | -4.8% |
| 6M | +16.9% | +9.8% | +7.1% | +11.4% |
| YTD | +15.6% | -3.3% | +19.0% | +14.6% |
| 1Y | +22.6% | -3.3% | +25.9% | +21.1% |
| 3Y | +93.5% | +61.5% | +32.0% | +54.9% |
| 5Y | +93.9% | +42.6% | +51.3% | +62.1% |
| 10Y | +564.6% | +197.1% | +367.5% | +317.6% |
| All | +1,736.3% | +1,101.3% | +635.1% | +783.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling