+302.1%
WDAY vs QID
-99.8%
+401.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.6% |
| 7D | -4.4% | -0.6% | -3.7% | -4.6% |
| 30D | +14.7% | 0.0% | +14.7% | +15.1% |
| 3M | +32.4% | +3.7% | +28.6% | +35.2% |
| 6M | +36.9% | -29.9% | +66.7% | +13.7% |
| YTD | -8.8% | -28.8% | +19.9% | -23.2% |
| 1Y | -15.3% | -37.2% | +21.9% | -32.8% |
| 3Y | -21.2% | -73.7% | +52.5% | -56.9% |
| 5Y | -29.5% | -80.7% | +51.2% | -58.8% |
| 10Y | +120.0% | -99.1% | +219.2% | -68.7% |
| All | +302.1% | -99.8% | +401.9% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling