-17.2%
WQTM vs SPY
+13.2%
-30.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.7% |
| 7D | -0.3% | +2.6% | -2.9% | -6.1% |
| 30D | -11.9% | -2.0% | -9.9% | -7.1% |
| 3M | -28.8% | -2.8% | -26.1% | -23.3% |
| 6M | -28.5% | +2.1% | -30.7% | -30.7% |
| YTD | -3.1% | +11.5% | -14.6% | -22.0% |
| 1Y | -2.0% | +13.5% | -15.5% | -24.4% |
| All | -17.2% | +13.2% | -30.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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