-100.0%
QID vs BBWI
+178.6%
-278.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | -0.7% |
| 7D | -11.8% | -4.5% | -7.3% | -13.5% |
| 30D | +14.2% | +17.1% | -2.9% | +22.7% |
| 3M | +8.8% | +17.5% | -8.7% | +18.0% |
| 6M | +1.5% | +12.8% | -11.3% | +9.8% |
| YTD | -23.8% | +8.2% | -31.9% | -17.2% |
| 1Y | -22.0% | -1.8% | -20.2% | -17.2% |
| 3Y | -71.9% | -25.8% | -46.1% | -69.9% |
| 5Y | -77.6% | -68.0% | -9.5% | -80.4% |
| 10Y | -99.1% | -47.6% | -51.5% | -98.7% |
| All | -100.0% | +178.6% | -278.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling