+94.6%
QQQM vs W
-63.9%
+158.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.6% |
| 7D | -1.3% | +0.5% | -1.7% | -1.3% |
| 30D | -1.4% | -5.6% | +4.2% | -0.6% |
| 3M | +2.2% | +41.9% | -39.7% | -4.7% |
| 6M | +16.9% | +30.2% | -13.3% | +9.7% |
| YTD | +15.7% | -2.9% | +18.6% | +13.2% |
| 1Y | +22.7% | +11.6% | +11.1% | +16.1% |
| 3Y | +93.9% | +37.0% | +57.0% | +64.0% |
| 5Y | +94.6% | -62.8% | +157.4% | +78.2% |
| All | +94.6% | -63.9% | +158.4% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling