-35.3%
WDAY vs QID
-78.0%
+42.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | -0.6% |
| 7D | -5.3% | -1.1% | -4.2% | -5.4% |
| 30D | +1.5% | +14.4% | -12.8% | +7.9% |
| 3M | +5.5% | +6.7% | -1.2% | +9.1% |
| 6M | +57.4% | +2.6% | +54.9% | +60.3% |
| YTD | -11.0% | -24.2% | +13.2% | -20.8% |
| 1Y | -15.8% | -22.3% | +6.5% | -23.8% |
| 3Y | -16.9% | -72.0% | +55.2% | -51.0% |
| 5Y | -35.3% | -78.2% | +42.9% | -59.7% |
| All | -35.3% | -78.0% | +42.7% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling