-100.0%
QID vs WSM
+2,119.7%
-2,219.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.4% |
| 7D | -2.7% | +2.6% | -5.3% | -1.5% |
| 30D | +1.8% | -9.5% | +11.3% | -3.0% |
| 3M | -2.2% | +12.9% | -15.0% | +4.7% |
| 6M | -32.1% | +23.0% | -55.2% | -23.3% |
| YTD | -28.6% | +28.9% | -57.5% | -16.8% |
| 1Y | -36.3% | +13.7% | -50.0% | -29.7% |
| 3Y | -74.4% | +232.6% | -307.0% | -44.1% |
| 5Y | -80.8% | +185.9% | -266.6% | -52.4% |
| 10Y | -99.1% | +998.6% | -1,097.7% | -94.1% |
| All | -100.0% | +2,119.7% | -2,219.6% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling