+332.2%
WBD vs QID
-100.0%
+432.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.3% |
| 7D | -0.7% | -2.7% | +2.0% | -1.8% |
| 30D | +5.0% | +1.8% | +3.2% | +5.9% |
| 3M | +6.2% | -2.2% | +8.4% | +6.1% |
| 6M | +0.6% | -32.1% | +32.7% | -13.2% |
| YTD | -2.4% | -28.6% | +26.1% | -13.7% |
| 1Y | +127.7% | -36.3% | +164.0% | +93.5% |
| 3Y | +148.4% | -74.4% | +222.8% | +61.6% |
| 5Y | +4.2% | -80.8% | +85.0% | -28.6% |
| 10Y | +10.8% | -99.1% | +109.9% | -75.3% |
| All | +332.2% | -100.0% | +432.2% | -69.2% |
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 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