+11.4%
WBD vs QID
-99.2%
+110.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -1.2% |
| 7D | -0.7% | +1.3% | -2.0% | -0.3% |
| 30D | +1.4% | +2.9% | -1.5% | +2.5% |
| 3M | +4.4% | -0.7% | +5.1% | +4.7% |
| 6M | +0.8% | -29.7% | +30.5% | -10.2% |
| YTD | -2.7% | -27.9% | +25.2% | -12.2% |
| 1Y | +73.4% | -34.6% | +108.0% | +51.8% |
| 3Y | +142.1% | -73.5% | +215.7% | +68.7% |
| 5Y | +7.2% | -81.0% | +88.2% | -24.9% |
| All | +11.4% | -99.2% | +110.5% | -58.7% |
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 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