-99.1%
QID vs WWD
+439.4%
-538.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.2% |
| 7D | -7.1% | +4.0% | -11.1% | -4.7% |
| 30D | +12.6% | +0.4% | +12.2% | +14.3% |
| 3M | +14.2% | -7.9% | +22.2% | +10.8% |
| 6M | +6.2% | -10.6% | +16.8% | +2.4% |
| YTD | -21.8% | +9.4% | -31.2% | -13.0% |
| 1Y | -23.1% | +25.7% | -48.9% | -6.4% |
| 3Y | -71.3% | +148.5% | -219.9% | -41.2% |
| 5Y | -77.0% | +189.5% | -266.5% | -40.6% |
| All | -99.1% | +439.4% | -538.4% | -95.8% |
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