-37.2%
WDAY vs QQQI
+56.3%
-93.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -10.5% | -1.0% | -9.5% | -10.0% |
| 30D | +2.1% | -0.6% | +2.7% | +2.5% |
| 3M | +34.6% | +3.4% | +31.3% | +30.3% |
| 6M | +29.9% | +10.6% | +19.3% | +18.6% |
| YTD | -13.8% | +10.3% | -24.1% | -21.2% |
| 1Y | -18.3% | +16.3% | -34.6% | -28.8% |
| All | -37.2% | +56.3% | -93.5% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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