-22.0%
QID vs NWSA
+18.2%
-40.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.6% | -2.1% |
| 7D | +9.8% | +4.3% | +5.5% | +9.4% |
| 30D | +18.9% | +5.6% | +13.3% | +18.5% |
| 3M | +9.6% | +7.3% | +2.3% | +9.1% |
| 6M | -7.8% | +18.8% | -26.7% | -8.0% |
| YTD | -23.3% | +17.9% | -41.2% | -23.6% |
| 1Y | -22.0% | +19.3% | -41.4% | -22.0% |
| All | -22.0% | +18.2% | -40.3% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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