-100.0%
QID vs WU
-21.6%
-78.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | -1.5% |
| 7D | -2.7% | -0.8% | -1.9% | -3.3% |
| 30D | +1.8% | -1.1% | +2.9% | +1.1% |
| 3M | -2.2% | -1.8% | -0.3% | -2.5% |
| 6M | -32.1% | -23.9% | -8.2% | -43.4% |
| YTD | -28.6% | -20.4% | -8.2% | -38.2% |
| 1Y | -36.3% | -10.6% | -25.7% | -39.7% |
| 3Y | -74.4% | -27.7% | -46.7% | -77.9% |
| 5Y | -80.8% | -51.1% | -29.6% | -86.3% |
| 10Y | -99.1% | -40.7% | -58.4% | -99.1% |
| All | -100.0% | -21.6% | -78.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling