-80.7%
QID vs WY
-22.3%
-58.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +0.4% |
| 7D | +2.7% | -3.7% | +6.4% | +0.1% |
| 30D | +3.3% | -11.3% | +14.6% | -5.1% |
| 3M | -5.5% | -8.1% | +2.6% | -11.1% |
| 6M | -28.4% | -7.4% | -21.0% | -31.8% |
| YTD | -26.6% | -4.7% | -21.9% | -28.3% |
| 1Y | -34.1% | -9.2% | -24.9% | -38.5% |
| 3Y | -73.7% | -24.7% | -49.0% | -77.7% |
| 5Y | -80.7% | -21.6% | -59.1% | -81.8% |
| All | -80.7% | -22.3% | -58.3% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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