-100.0%
QID vs WCC
+425.2%
-525.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | +1.9% |
| 7D | -0.6% | +4.5% | -5.1% | +2.0% |
| 30D | 0.0% | -5.8% | +5.8% | -3.0% |
| 3M | +3.7% | -3.7% | +7.4% | +4.7% |
| 6M | -29.9% | +23.1% | -52.9% | -16.4% |
| YTD | -28.8% | +44.2% | -72.9% | -6.1% |
| 1Y | -37.2% | +62.1% | -99.3% | -9.9% |
| 3Y | -73.7% | +121.1% | -194.8% | -45.6% |
| 5Y | -80.7% | +214.0% | -294.7% | -39.0% |
| 10Y | -99.1% | +472.8% | -571.9% | -94.2% |
| All | -100.0% | +425.2% | -525.2% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling