+152.5%
QQQM vs BWA
+105.6%
+46.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -0.6% | -5.6% | +4.9% | +0.8% |
| 3M | +1.3% | -10.7% | +12.0% | +4.1% |
| 6M | +18.2% | +23.2% | -5.0% | +11.3% |
| YTD | +16.9% | +46.0% | -29.1% | +3.8% |
| 1Y | +24.0% | +51.2% | -27.1% | +8.7% |
| 3Y | +96.0% | +69.6% | +26.5% | +61.3% |
| 5Y | +95.2% | +86.6% | +8.6% | +50.6% |
| All | +152.5% | +105.6% | +46.9% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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