+291.5%
WDAY vs QID
-99.8%
+391.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | 0.0% |
| 7D | -4.8% | -11.8% | +7.0% | -10.5% |
| 30D | +2.5% | +14.2% | -11.7% | +10.1% |
| 3M | +8.8% | +8.8% | 0.0% | +14.4% |
| 6M | +60.7% | +1.5% | +59.2% | +62.8% |
| YTD | -11.2% | -23.8% | +12.5% | -22.2% |
| 1Y | -15.6% | -22.0% | +6.4% | -24.9% |
| 3Y | -17.1% | -71.9% | +54.8% | -53.3% |
| 5Y | -35.7% | -77.6% | +41.9% | -59.2% |
| 10Y | +130.4% | -99.1% | +229.5% | -66.2% |
| All | +291.5% | -99.8% | +391.3% | -65.4% |
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