+152.0%
QQQM vs WTW
+57.3%
+94.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -5.7% | +5.1% | +0.8% |
| 30D | -1.2% | -7.3% | +6.0% | +0.5% |
| 3M | -0.1% | +21.5% | -21.6% | -5.3% |
| 6M | +18.0% | +9.6% | +8.3% | +14.4% |
| YTD | +16.7% | -3.3% | +20.0% | +17.0% |
| 1Y | +23.0% | -6.1% | +29.2% | +24.4% |
| 3Y | +93.3% | +61.8% | +31.5% | +54.3% |
| 5Y | +96.3% | +42.7% | +53.6% | +60.9% |
| All | +152.0% | +57.3% | +94.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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