+153.2%
QQQM vs W
-65.9%
+219.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.5% | +6.5% | -5.0% | +0.5% |
| 30D | -0.7% | -6.2% | +5.6% | +0.2% |
| 3M | +0.4% | +48.9% | -48.4% | -6.8% |
| 6M | +20.1% | +31.2% | -11.1% | +12.9% |
| YTD | +17.2% | -0.4% | +17.7% | +14.4% |
| 1Y | +24.7% | +14.8% | +9.9% | +17.9% |
| 3Y | +96.6% | +40.5% | +56.1% | +67.1% |
| 5Y | +95.0% | -62.1% | +157.2% | +71.6% |
| All | +153.2% | -65.9% | +219.1% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling