+152.0%
QQQM vs WAB
+366.0%
-213.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.2% | -4.1% | +2.9% | +0.4% |
| 3M | -0.1% | +8.2% | -8.3% | -3.7% |
| 6M | +18.0% | +15.4% | +2.6% | +10.3% |
| YTD | +16.7% | +33.1% | -16.5% | +2.6% |
| 1Y | +23.0% | +48.1% | -25.0% | +3.2% |
| 3Y | +93.3% | +167.7% | -74.4% | +28.1% |
| 5Y | +96.3% | +225.7% | -129.4% | +21.1% |
| All | +152.0% | +366.0% | -213.9% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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