+93.3%
QQQM vs WCC
+130.1%
-36.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -0.1% |
| 7D | -0.6% | +1.5% | -2.1% | -1.0% |
| 30D | -1.2% | -2.1% | +0.9% | -0.8% |
| 3M | -0.1% | +3.8% | -3.9% | -1.5% |
| 6M | +18.0% | +35.0% | -17.0% | +8.3% |
| YTD | +16.7% | +46.4% | -29.7% | +4.6% |
| 1Y | +23.0% | +63.0% | -39.9% | +6.9% |
| 3Y | +93.3% | +133.9% | -40.6% | +45.8% |
| All | +93.3% | +130.1% | -36.8% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling