-99.4%
QID vs WING
+405.9%
-505.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.7% |
| 7D | -0.6% | -3.9% | +3.2% | -2.1% |
| 30D | 0.0% | -11.6% | +11.6% | -4.2% |
| 3M | +3.7% | -24.2% | +27.9% | -5.6% |
| 6M | -29.9% | -54.1% | +24.2% | -47.2% |
| YTD | -28.8% | -53.9% | +25.1% | -45.5% |
| 1Y | -37.2% | -64.4% | +27.2% | -56.4% |
| 3Y | -73.7% | -30.2% | -43.5% | -71.4% |
| 5Y | -80.7% | -34.1% | -46.6% | -74.5% |
| 10Y | -99.1% | +342.1% | -441.3% | -97.2% |
| All | -99.4% | +405.9% | -505.2% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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