-37.2%
QID vs WSM
+19.9%
-57.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | +0.5% |
| 7D | -0.6% | -3.3% | +2.6% | -1.9% |
| 30D | 0.0% | -8.4% | +8.4% | -3.3% |
| 3M | +3.7% | +9.7% | -5.9% | +8.5% |
| 6M | -29.9% | +16.7% | -46.5% | -23.3% |
| YTD | -28.8% | +28.7% | -57.5% | -19.7% |
| 1Y | -37.2% | +13.7% | -50.8% | -29.7% |
| All | -37.2% | +19.9% | -57.0% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling