-100.0%
QID vs WTW
+477.1%
-577.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.7% |
| 7D | +2.7% | -7.8% | +10.5% | -3.5% |
| 30D | +3.3% | -7.9% | +11.2% | -3.1% |
| 3M | -5.5% | +19.9% | -25.5% | +8.4% |
| 6M | -28.4% | +9.8% | -38.2% | -23.8% |
| YTD | -26.6% | -3.3% | -23.2% | -29.7% |
| 1Y | -34.1% | -3.3% | -30.8% | -37.0% |
| 3Y | -73.7% | +61.5% | -135.2% | -59.5% |
| 5Y | -80.7% | +42.6% | -123.2% | -69.5% |
| 10Y | -99.1% | +197.1% | -296.2% | -96.7% |
| All | -100.0% | +477.1% | -577.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling