-100.0%
QID vs BBWI
+157.9%
-257.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | +0.9% |
| 7D | -0.6% | +1.5% | -2.1% | +0.1% |
| 30D | 0.0% | -5.2% | +5.2% | -2.0% |
| 3M | +3.7% | +11.1% | -7.4% | +10.0% |
| 6M | -29.9% | -13.4% | -16.5% | -32.1% |
| YTD | -28.8% | +0.1% | -28.9% | -25.9% |
| 1Y | -37.2% | -36.1% | -1.0% | -45.3% |
| 3Y | -73.7% | -44.1% | -29.6% | -75.3% |
| 5Y | -80.7% | -66.2% | -14.5% | -82.8% |
| 10Y | -99.1% | -54.8% | -44.4% | -98.9% |
| All | -100.0% | +157.9% | -257.9% | -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