+1,569.6%
QQQ vs WWD
+12,878.8%
-11,309.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | -0.6% | -6.4% | +5.8% | +1.2% |
| 3M | +0.4% | -5.6% | +6.0% | +1.6% |
| 6M | +20.1% | -9.1% | +29.2% | +22.2% |
| YTD | +17.2% | +12.5% | +4.7% | +11.3% |
| 1Y | +24.7% | +41.3% | -16.6% | +9.9% |
| 3Y | +96.2% | +170.2% | -74.1% | +40.1% |
| 5Y | +94.4% | +192.5% | -98.1% | +33.7% |
| 10Y | +556.7% | +476.9% | +79.8% | +239.3% |
| All | +1,569.6% | +12,878.8% | -11,309.3% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling