-22.0%
QID vs BWA
+17.4%
-39.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -2.8% |
| 7D | +9.8% | -9.9% | +19.7% | +5.5% |
| 30D | +18.9% | -16.4% | +35.3% | +11.4% |
| 3M | +9.6% | -19.8% | +29.4% | +1.5% |
| 6M | -7.8% | -10.0% | +2.2% | -11.9% |
| YTD | -23.3% | +12.7% | -36.1% | -19.3% |
| 1Y | -22.0% | +15.7% | -37.7% | -17.0% |
| All | -22.0% | +17.4% | -39.4% | -17.0% |
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