-13.2%
WDAY vs QID
-71.4%
+58.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +3.6% |
| 7D | +1.8% | -7.1% | +9.0% | +0.2% |
| 30D | +4.1% | +12.6% | -8.6% | +7.4% |
| 3M | -4.8% | +14.2% | -19.1% | -1.4% |
| 6M | +68.6% | +6.2% | +62.4% | +72.2% |
| YTD | -8.5% | -21.8% | +13.3% | -14.9% |
| 1Y | -12.1% | -23.1% | +11.0% | -18.6% |
| 3Y | -13.2% | -71.3% | +58.1% | -39.0% |
| All | -13.2% | -71.4% | +58.2% | -39.0% |
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 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