-81.0%
QID vs WTW
+42.0%
-123.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.7% |
| 7D | +1.3% | -5.7% | +7.0% | -1.7% |
| 30D | +2.9% | -7.3% | +10.2% | -0.9% |
| 3M | -0.7% | +21.5% | -22.2% | +10.0% |
| 6M | -29.7% | +9.6% | -39.3% | -27.1% |
| YTD | -27.9% | -3.3% | -24.6% | -31.7% |
| 1Y | -34.6% | -6.1% | -28.4% | -39.7% |
| 3Y | -73.5% | +61.8% | -135.4% | -56.1% |
| All | -81.0% | +42.0% | -123.0% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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