-100.0%
QID vs WPM
+1,869.1%
-1,969.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | +7.0% | -9.8% | -1.0% |
| 30D | +1.8% | +15.7% | -13.9% | +6.0% |
| 3M | -2.2% | +35.2% | -37.4% | +7.2% |
| 6M | -32.1% | +6.1% | -38.2% | -29.0% |
| YTD | -28.6% | +32.6% | -61.1% | -20.2% |
| 1Y | -36.3% | +46.9% | -83.2% | -26.5% |
| 3Y | -74.4% | +276.3% | -350.7% | -61.1% |
| 5Y | -80.8% | +260.0% | -340.8% | -69.7% |
| 10Y | -99.1% | +508.5% | -607.6% | -98.3% |
| All | -100.0% | +1,869.1% | -1,969.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling