+228.3%
WAT vs QID
-99.0%
+327.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | +0.4% |
| 7D | +0.6% | -7.1% | +7.7% | -1.6% |
| 30D | +5.4% | +12.6% | -7.2% | +10.5% |
| 3M | +11.3% | +14.2% | -2.9% | +17.5% |
| 6M | +37.4% | +6.2% | +31.2% | +43.1% |
| YTD | +21.2% | -21.8% | +43.0% | +15.4% |
| 1Y | +21.3% | -23.1% | +44.5% | +15.2% |
| 3Y | +83.4% | -71.3% | +154.7% | +34.7% |
| 5Y | +29.0% | -77.0% | +106.0% | -0.5% |
| All | +228.3% | -99.0% | +327.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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