+152.0%
QQQM vs W
-66.4%
+218.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | -1.2% | -4.2% | +3.0% | -0.6% |
| 3M | -0.1% | +26.9% | -27.0% | -4.8% |
| 6M | +18.0% | +31.2% | -13.3% | +10.9% |
| YTD | +16.7% | -1.8% | +18.5% | +14.1% |
| 1Y | +23.0% | +9.3% | +13.7% | +17.2% |
| 3Y | +93.3% | +33.2% | +60.1% | +65.8% |
| 5Y | +96.3% | -62.4% | +158.7% | +73.0% |
| All | +152.0% | -66.4% | +218.5% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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