-73.5%
QID vs WSM
+230.1%
-303.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.3% |
| 7D | +1.3% | -0.5% | +1.8% | +1.1% |
| 30D | +2.9% | -7.7% | +10.7% | -0.2% |
| 3M | -0.7% | +3.8% | -4.5% | +1.3% |
| 6M | -29.7% | +22.7% | -52.4% | -22.3% |
| YTD | -27.9% | +28.0% | -55.9% | -18.4% |
| 1Y | -34.6% | +12.7% | -47.3% | -29.1% |
| 3Y | -73.5% | +231.3% | -304.8% | -54.1% |
| All | -73.5% | +230.1% | -303.6% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling