+142.9%
QQQM vs WM
+129.4%
+13.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +6.2% | +1.2% | +5.0% | +6.0% |
| 30D | -7.4% | +15.2% | -22.7% | -9.8% |
| 3M | -4.8% | +8.3% | -13.1% | -6.2% |
| 6M | -2.4% | +13.1% | -15.6% | -5.3% |
| YTD | +12.4% | +12.5% | -0.1% | +8.8% |
| 1Y | +11.4% | +21.8% | -10.4% | +5.1% |
| 3Y | +85.4% | +48.8% | +36.6% | +60.0% |
| 5Y | +80.3% | +62.1% | +18.2% | +48.6% |
| All | +142.9% | +129.4% | +13.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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