-80.7%
QID vs WPM
+252.7%
-333.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +1.0% |
| 7D | +2.7% | -3.6% | +6.4% | +1.5% |
| 30D | +3.3% | +12.5% | -9.1% | +8.2% |
| 3M | -5.5% | +40.6% | -46.1% | +8.5% |
| 6M | -28.4% | +0.5% | -28.9% | -25.1% |
| YTD | -26.6% | +29.0% | -55.6% | -15.2% |
| 1Y | -34.1% | +43.8% | -77.9% | -20.3% |
| 3Y | -73.7% | +266.3% | -340.0% | -50.9% |
| 5Y | -80.7% | +255.1% | -335.8% | -59.1% |
| All | -80.7% | +252.7% | -333.3% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling