-23.1%
QID vs BWA
+12.3%
-35.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.5% |
| 7D | -7.1% | +4.3% | -11.4% | -5.2% |
| 30D | +12.6% | -13.0% | +25.6% | +7.8% |
| 3M | +14.2% | -24.8% | +39.1% | +4.1% |
| 6M | +6.2% | -23.5% | +29.7% | -2.0% |
| YTD | -21.8% | +13.8% | -35.6% | -17.6% |
| 1Y | -23.1% | +13.4% | -36.6% | -18.9% |
| All | -23.1% | +12.3% | -35.4% | -18.9% |
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