+144.0%
WDAY vs QID
-99.0%
+243.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +4.3% |
| 7D | +1.8% | -7.1% | +9.0% | -1.6% |
| 30D | +4.1% | +12.6% | -8.6% | +10.7% |
| 3M | -4.8% | +14.2% | -19.1% | +2.1% |
| 6M | +68.6% | +6.2% | +62.4% | +74.6% |
| YTD | -8.5% | -21.8% | +13.3% | -18.5% |
| 1Y | -12.1% | -23.1% | +11.0% | -22.1% |
| 3Y | -13.2% | -71.3% | +58.1% | -49.7% |
| 5Y | -33.7% | -77.0% | +43.3% | -56.8% |
| All | +144.0% | -99.0% | +243.0% | -65.0% |
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