-99.1%
QID vs WWD
+490.2%
-589.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +1.5% |
| 7D | +2.7% | -2.9% | +5.6% | +1.1% |
| 30D | +3.3% | -6.6% | +9.9% | -0.4% |
| 3M | -5.5% | -9.3% | +3.8% | -9.8% |
| 6M | -28.4% | -13.6% | -14.8% | -32.3% |
| YTD | -26.6% | +10.4% | -36.9% | -19.1% |
| 1Y | -34.1% | +39.9% | -74.0% | -15.1% |
| 3Y | -73.7% | +165.0% | -238.7% | -44.5% |
| 5Y | -80.7% | +183.8% | -264.5% | -51.3% |
| All | -99.1% | +490.2% | -589.4% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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