+992.2%
WAT vs QID
-100.0%
+1,092.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.7% |
| 7D | +2.0% | -11.8% | +13.8% | -2.4% |
| 30D | +7.7% | +14.2% | -6.5% | +14.0% |
| 3M | +11.1% | +8.8% | +2.3% | +15.9% |
| 6M | +31.2% | +1.5% | +29.7% | +35.0% |
| YTD | +21.7% | -23.8% | +45.5% | +14.0% |
| 1Y | +19.3% | -22.0% | +41.3% | +13.1% |
| 3Y | +80.6% | -71.9% | +152.5% | +26.8% |
| 5Y | +29.5% | -77.6% | +107.1% | -4.3% |
| 10Y | +225.3% | -99.1% | +324.4% | -13.2% |
| All | +992.2% | -100.0% | +1,092.1% | +3.7% |
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