-25.7%
WDAY vs QID
-74.5%
+48.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.1% | -4.8% |
| 7D | -6.1% | -2.7% | -3.4% | -6.7% |
| 30D | +3.7% | +1.8% | +1.9% | +4.3% |
| 3M | +29.6% | -2.2% | +31.7% | +29.2% |
| 6M | +23.3% | -32.1% | +55.5% | +9.2% |
| YTD | -13.3% | -28.6% | +15.3% | -21.4% |
| 1Y | -19.6% | -36.3% | +16.7% | -29.8% |
| 3Y | -25.7% | -74.4% | +48.7% | -50.6% |
| All | -25.7% | -74.5% | +48.8% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling