-80.8%
QID vs WWD
+191.3%
-272.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.2% |
| 7D | -1.9% | +0.6% | -2.6% | -1.5% |
| 30D | +1.7% | -5.1% | +6.8% | -1.5% |
| 3M | -3.9% | -11.2% | +7.3% | -10.1% |
| 6M | -30.0% | -12.0% | -17.9% | -33.7% |
| YTD | -28.2% | +12.0% | -40.2% | -18.4% |
| 1Y | -35.6% | +42.8% | -78.4% | -10.4% |
| 3Y | -74.3% | +168.9% | -243.2% | -31.4% |
| 5Y | -80.8% | +192.2% | -273.0% | -31.0% |
| All | -80.8% | +191.3% | -272.1% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling