-99.1%
QID vs NWSA
+149.4%
-248.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.6% |
| 7D | +1.3% | -2.8% | +4.1% | -0.8% |
| 30D | +2.9% | +3.0% | -0.1% | +5.3% |
| 3M | -0.7% | +12.3% | -13.0% | +7.8% |
| 6M | -29.7% | +21.9% | -51.5% | -18.3% |
| YTD | -27.9% | +13.6% | -41.4% | -20.5% |
| 1Y | -34.6% | +0.5% | -35.1% | -34.4% |
| 3Y | -73.5% | +43.8% | -117.3% | -61.1% |
| 5Y | -81.0% | +41.2% | -122.2% | -66.7% |
| All | -99.1% | +149.4% | -248.5% | -96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling