-99.1%
QID vs WCC
+518.6%
-617.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.6% | +0.7% |
| 7D | +2.7% | +1.7% | +1.1% | +3.7% |
| 30D | +3.3% | -6.1% | +9.4% | +0.6% |
| 3M | -5.5% | +3.1% | -8.6% | -1.6% |
| 6M | -28.4% | +28.2% | -56.6% | -14.9% |
| YTD | -26.6% | +41.1% | -67.7% | -7.5% |
| 1Y | -34.1% | +61.3% | -95.4% | -10.1% |
| 3Y | -73.7% | +123.6% | -197.3% | -49.9% |
| 5Y | -80.7% | +214.8% | -295.5% | -47.5% |
| All | -99.1% | +518.6% | -617.7% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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