-72.1%
QID vs BBWI
-25.1%
-47.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | -0.2% |
| 7D | -11.8% | -4.5% | -7.3% | -12.8% |
| 30D | +14.2% | +17.1% | -2.9% | +19.2% |
| 3M | +8.8% | +17.5% | -8.7% | +14.3% |
| 6M | +1.5% | +12.8% | -11.3% | +6.8% |
| YTD | -23.8% | +8.2% | -31.9% | -19.4% |
| 1Y | -22.0% | -1.8% | -20.2% | -19.0% |
| All | -72.1% | -25.1% | -47.0% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling