-100.0%
QID vs WCN
+1,695.0%
-1,795.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | -0.8% |
| 7D | -2.7% | -0.4% | -2.3% | -3.1% |
| 30D | +1.8% | -2.1% | +3.9% | -0.4% |
| 3M | -2.2% | +6.4% | -8.5% | +2.7% |
| 6M | -32.1% | -3.7% | -28.4% | -36.2% |
| YTD | -28.6% | -6.4% | -22.2% | -34.6% |
| 1Y | -36.3% | -7.9% | -28.4% | -43.0% |
| 3Y | -74.4% | +20.8% | -95.2% | -67.6% |
| 5Y | -80.8% | +29.0% | -109.7% | -71.0% |
| 10Y | -99.1% | +236.4% | -335.5% | -95.2% |
| All | -100.0% | +1,695.0% | -1,795.0% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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