-100.0%
QID vs BWA
+361.1%
-461.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.5% |
| 7D | -7.1% | +4.3% | -11.4% | -4.2% |
| 30D | +12.6% | -13.0% | +25.6% | +4.1% |
| 3M | +14.2% | -24.8% | +39.1% | -3.4% |
| 6M | +6.2% | -23.5% | +29.7% | -7.1% |
| YTD | -21.8% | +13.8% | -35.6% | -8.5% |
| 1Y | -23.1% | +13.4% | -36.6% | -9.9% |
| 3Y | -71.3% | +62.8% | -134.1% | -52.6% |
| 5Y | -77.0% | +28.5% | -105.4% | -61.9% |
| 10Y | -99.0% | +95.4% | -194.4% | -97.0% |
| All | -100.0% | +361.1% | -461.1% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling