+558.6%
QQQ vs WY
+7.6%
+551.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.6% | -4.2% | +3.6% | +0.9% |
| 30D | -1.2% | -10.1% | +8.9% | +2.5% |
| 3M | -0.2% | -8.5% | +8.3% | +2.4% |
| 6M | +17.9% | -3.3% | +21.3% | +18.2% |
| YTD | +16.6% | -4.4% | +21.0% | +16.9% |
| 1Y | +23.0% | -11.5% | +34.5% | +26.4% |
| 3Y | +92.9% | -24.3% | +117.3% | +106.0% |
| 5Y | +95.6% | -21.3% | +116.9% | +105.3% |
| All | +558.6% | +7.6% | +551.0% | +491.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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