-37.2%
QID vs BWA
+59.1%
-96.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | +0.6% |
| 7D | -0.6% | +5.7% | -6.3% | +1.4% |
| 30D | 0.0% | +1.4% | -1.4% | +0.8% |
| 3M | +3.7% | -12.1% | +15.8% | +1.0% |
| 6M | -29.9% | +28.6% | -58.4% | -24.5% |
| YTD | -28.8% | +51.1% | -79.9% | -19.5% |
| 1Y | -37.2% | +55.9% | -93.0% | -28.4% |
| All | -37.2% | +59.1% | -96.2% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling