+152.0%
QQQM vs NWSA
+120.3%
+31.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | -2.8% | +2.2% | +0.5% |
| 30D | -1.2% | +3.0% | -4.2% | -2.3% |
| 3M | -0.1% | +12.3% | -12.4% | -5.0% |
| 6M | +18.0% | +21.9% | -3.9% | +8.2% |
| YTD | +16.7% | +13.6% | +3.1% | +9.7% |
| 1Y | +23.0% | +0.5% | +22.6% | +21.3% |
| 3Y | +93.3% | +43.8% | +49.6% | +63.3% |
| 5Y | +96.3% | +41.2% | +55.1% | +61.0% |
| All | +152.0% | +120.3% | +31.7% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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