+558.6%
QQQ vs WWD
+498.2%
+60.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | -0.6% | -2.6% | +2.0% | +0.2% |
| 30D | -1.2% | -6.9% | +5.7% | +0.8% |
| 3M | -0.2% | -13.0% | +12.8% | +3.5% |
| 6M | +17.9% | -12.5% | +30.4% | +21.4% |
| YTD | +16.6% | +11.8% | +4.8% | +10.9% |
| 1Y | +23.0% | +41.1% | -18.1% | +8.3% |
| 3Y | +92.9% | +163.1% | -70.1% | +38.2% |
| 5Y | +95.6% | +187.6% | -92.0% | +33.8% |
| All | +558.6% | +498.2% | +60.3% | +261.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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