-55.1%
QID vs WETO
-99.4%
+44.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.8% |
| 7D | +1.3% | -4.3% | +5.6% | +1.3% |
| 30D | +2.9% | -39.9% | +42.8% | +4.6% |
| 3M | -0.7% | -97.9% | +97.2% | -3.9% |
| 6M | -29.7% | -95.0% | +65.4% | -29.6% |
| YTD | -27.9% | -97.2% | +69.3% | -28.6% |
| 1Y | -34.6% | -98.9% | +64.3% | -36.1% |
| All | -55.1% | -99.4% | +44.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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