+1,188.5%
WDC vs QID
-99.2%
+1,287.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -4.1% |
| 7D | -4.3% | +1.3% | -5.6% | -3.5% |
| 30D | -1.5% | +2.9% | -4.4% | +0.7% |
| 3M | -15.5% | -0.7% | -14.8% | -11.7% |
| 6M | +66.5% | -29.7% | +96.1% | +47.1% |
| YTD | +159.9% | -27.9% | +187.7% | +137.2% |
| 1Y | +366.0% | -34.6% | +400.5% | +312.3% |
| 3Y | +1,285.8% | -73.5% | +1,359.4% | +772.3% |
| 5Y | +925.6% | -81.0% | +1,006.6% | +569.8% |
| All | +1,188.5% | -99.2% | +1,287.7% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling