-99.1%
QID vs BWA
+153.1%
-252.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.7% | +2.7% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +3.3% | -5.5% | +8.8% | +0.2% |
| 3M | -5.5% | -7.6% | +2.1% | -8.7% |
| 6M | -28.4% | +25.0% | -53.4% | -14.9% |
| YTD | -26.6% | +47.0% | -73.5% | -2.1% |
| 1Y | -34.1% | +54.0% | -88.1% | -9.0% |
| 3Y | -73.7% | +70.7% | -144.4% | -57.1% |
| 5Y | -80.7% | +86.7% | -167.3% | -60.5% |
| All | -99.1% | +153.1% | -252.2% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling