+152.5%
QQQM vs SHW
+44.4%
+108.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | +1.0% | -3.2% | +4.2% | +2.2% |
| 30D | -0.6% | -11.4% | +10.8% | +3.8% |
| 3M | +1.3% | +3.5% | -2.2% | -0.6% |
| 6M | +18.2% | -3.4% | +21.5% | +18.6% |
| YTD | +16.9% | -0.3% | +17.3% | +15.5% |
| 1Y | +24.0% | -10.4% | +34.5% | +27.6% |
| 3Y | +96.0% | +21.3% | +74.7% | +75.5% |
| 5Y | +95.2% | +12.9% | +82.3% | +73.9% |
| All | +152.5% | +44.4% | +108.1% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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