+132.1%
AWK vs QID
-99.1%
+231.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.7% | 0.0% |
| 7D | -0.7% | +2.7% | -3.5% | -0.3% |
| 30D | +2.8% | +3.3% | -0.6% | +3.3% |
| 3M | +11.3% | -5.5% | +16.8% | +10.5% |
| 6M | +6.7% | -28.4% | +35.1% | +1.5% |
| YTD | +9.4% | -26.6% | +35.9% | +4.5% |
| 1Y | +3.7% | -34.1% | +37.9% | -2.7% |
| 3Y | +9.2% | -73.7% | +82.9% | -13.0% |
| 5Y | -15.7% | -80.7% | +65.0% | -32.8% |
| All | +132.1% | -99.1% | +231.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling