-80.8%
QID vs BWA
+89.5%
-170.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | -0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.8% |
| 30D | +1.7% | -5.6% | +7.3% | -1.5% |
| 3M | -3.9% | -10.7% | +6.8% | -9.0% |
| 6M | -30.0% | +23.2% | -53.2% | -17.4% |
| YTD | -28.2% | +46.0% | -74.2% | -3.8% |
| 1Y | -35.6% | +51.2% | -86.8% | -11.2% |
| 3Y | -74.3% | +69.6% | -143.8% | -57.4% |
| 5Y | -80.8% | +86.6% | -167.4% | -55.2% |
| All | -80.8% | +89.5% | -170.3% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling