+867.3%
WAT vs QID
-100.0%
+967.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.1% |
| 7D | -1.3% | -0.6% | -0.6% | -1.5% |
| 30D | +2.3% | 0.0% | +2.3% | +2.5% |
| 3M | +8.7% | +3.7% | +5.0% | +11.5% |
| 6M | +28.3% | -29.9% | +58.2% | +15.1% |
| YTD | +7.8% | -28.8% | +36.6% | -2.5% |
| 1Y | +36.6% | -37.2% | +73.8% | +18.6% |
| 3Y | +45.7% | -73.7% | +119.4% | -0.7% |
| 5Y | -3.3% | -80.7% | +77.4% | -33.0% |
| 10Y | +162.1% | -99.1% | +261.2% | -32.0% |
| All | +867.3% | -100.0% | +967.3% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling