-74.4%
QID vs BWA
+72.9%
-147.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | -0.6% |
| 7D | -2.7% | +4.3% | -7.0% | -0.8% |
| 30D | +1.8% | -2.9% | +4.7% | +0.7% |
| 3M | -2.2% | -12.4% | +10.3% | -6.6% |
| 6M | -32.1% | +28.6% | -60.7% | -22.3% |
| YTD | -28.6% | +48.2% | -76.8% | -10.9% |
| 1Y | -36.3% | +50.9% | -87.2% | -19.4% |
| 3Y | -74.4% | +72.2% | -146.6% | -58.4% |
| All | -74.4% | +72.9% | -147.3% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling