-100.0%
QID vs WWD
+2,635.9%
-2,735.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | +0.3% |
| 7D | -0.6% | +1.3% | -1.9% | +0.2% |
| 30D | 0.0% | -7.2% | +7.2% | -4.3% |
| 3M | +3.7% | -3.8% | +7.6% | +2.4% |
| 6M | -29.9% | -9.9% | -19.9% | -32.2% |
| YTD | -28.8% | +14.8% | -43.6% | -19.4% |
| 1Y | -37.2% | +42.1% | -79.2% | -17.7% |
| 3Y | -73.7% | +170.8% | -244.5% | -42.3% |
| 5Y | -80.7% | +197.5% | -278.3% | -48.7% |
| 10Y | -99.1% | +477.8% | -576.9% | -95.0% |
| All | -100.0% | +2,635.9% | -2,735.9% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling