+1,547.1%
QQQ vs WY
+173.0%
+1,374.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.1% |
| 7D | -1.3% | -3.7% | +2.4% | +0.1% |
| 30D | -1.4% | -11.3% | +9.9% | +3.0% |
| 3M | +2.3% | -8.1% | +10.4% | +4.9% |
| 6M | +16.9% | -7.4% | +24.3% | +19.1% |
| YTD | +15.6% | -4.7% | +20.3% | +16.1% |
| 1Y | +22.6% | -9.2% | +31.8% | +24.9% |
| 3Y | +93.5% | -24.7% | +118.2% | +107.3% |
| 5Y | +93.9% | -21.6% | +115.5% | +103.4% |
| 10Y | +564.6% | +6.7% | +557.9% | +469.8% |
| All | +1,547.1% | +173.0% | +1,374.1% | +759.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling