+34.7%
WAT vs QID
-35.9%
+70.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.6% |
| 7D | -1.8% | -1.9% | +0.1% | -2.2% |
| 30D | -1.7% | +1.7% | -3.4% | -1.2% |
| 3M | +9.1% | -3.9% | +13.0% | +8.8% |
| 6M | +32.4% | -30.0% | +62.4% | +22.6% |
| YTD | +6.6% | -28.2% | +34.8% | -0.7% |
| 1Y | +34.7% | -35.6% | +70.4% | +15.0% |
| All | +34.7% | -35.9% | +70.6% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling