+152.0%
QQQM vs WFC
+307.0%
-154.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.6% |
| 7D | -0.6% | +0.4% | -0.9% | -0.7% |
| 30D | -1.2% | +1.5% | -2.7% | -1.7% |
| 3M | -0.1% | +10.2% | -10.3% | -2.9% |
| 6M | +18.0% | +18.8% | -0.8% | +11.9% |
| YTD | +16.7% | -1.5% | +18.2% | +16.5% |
| 1Y | +23.0% | +13.5% | +9.5% | +17.7% |
| 3Y | +93.3% | +135.0% | -41.6% | +50.1% |
| 5Y | +96.3% | +130.1% | -33.8% | +54.7% |
| All | +152.0% | +307.0% | -154.9% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling