+91.6%
QQQM vs WFC
+132.5%
-40.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | -1.4% | +2.3% | -3.6% | -2.0% |
| 3M | +2.2% | +9.8% | -7.6% | -0.6% |
| 6M | +16.9% | +15.6% | +1.3% | +11.6% |
| YTD | +15.7% | -2.4% | +18.1% | +16.0% |
| 1Y | +22.7% | +13.8% | +8.9% | +17.0% |
| All | +91.6% | +132.5% | -40.9% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling