+112.2%
WDAY vs QID
-99.2%
+211.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | -0.5% |
| 7D | -5.2% | +1.3% | -6.4% | -4.5% |
| 30D | +5.9% | +2.9% | +3.0% | +7.7% |
| 3M | +42.3% | -0.7% | +43.0% | +41.7% |
| 6M | +34.7% | -29.7% | +64.4% | +12.9% |
| YTD | -13.5% | -27.9% | +14.3% | -26.2% |
| 1Y | -18.1% | -34.6% | +16.5% | -33.1% |
| 3Y | -26.4% | -73.5% | +47.2% | -58.8% |
| 5Y | -30.6% | -81.0% | +50.4% | -59.1% |
| All | +112.2% | -99.2% | +211.4% | -70.6% |
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