-81.0%
QID vs NWSA
+40.0%
-121.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.6% |
| 7D | +1.3% | -2.8% | +4.1% | -1.0% |
| 30D | +2.9% | +3.0% | -0.1% | +5.6% |
| 3M | -0.7% | +12.3% | -13.0% | +8.7% |
| 6M | -29.7% | +21.9% | -51.5% | -16.8% |
| YTD | -27.9% | +13.6% | -41.4% | -20.0% |
| 1Y | -34.6% | +0.5% | -35.1% | -35.4% |
| 3Y | -73.5% | +43.8% | -117.3% | -58.4% |
| All | -81.0% | +40.0% | -121.0% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling