+149.8%
QQQM vs WBD
+26.7%
+123.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -1.4% | +4.2% | -5.5% | -1.9% |
| 3M | +2.2% | +7.5% | -5.3% | +1.1% |
| 6M | +16.9% | +1.6% | +15.3% | +16.6% |
| YTD | +15.7% | -2.2% | +17.8% | +15.9% |
| 1Y | +22.7% | +124.9% | -102.2% | +8.3% |
| 3Y | +93.9% | +149.1% | -55.2% | +62.8% |
| 5Y | +94.6% | +7.8% | +86.7% | +70.9% |
| All | +149.8% | +26.7% | +123.1% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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