-99.1%
QID vs WU
-39.1%
-60.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.4% |
| 7D | +1.3% | -3.5% | +4.8% | -0.8% |
| 30D | +2.9% | -2.9% | +5.9% | +1.3% |
| 3M | -0.7% | -2.3% | +1.5% | -0.7% |
| 6M | -29.7% | -25.4% | -4.3% | -40.6% |
| YTD | -27.9% | -21.2% | -6.7% | -36.6% |
| 1Y | -34.6% | -8.9% | -25.7% | -36.2% |
| 3Y | -73.5% | -29.0% | -44.6% | -76.8% |
| 5Y | -81.0% | -50.7% | -30.3% | -86.2% |
| All | -99.1% | -39.1% | -60.0% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling