-34.1%
QID vs BWA
+54.1%
-88.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.7% | +2.6% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +3.3% | -5.5% | +8.8% | +1.5% |
| 3M | -5.5% | -7.6% | +2.1% | -7.1% |
| 6M | -28.4% | +25.0% | -53.4% | -23.7% |
| YTD | -26.6% | +47.0% | -73.5% | -17.7% |
| 1Y | -34.1% | +54.0% | -88.1% | -25.3% |
| All | -34.1% | +54.1% | -88.2% | -25.3% |
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