+642.9%
WDC vs QID
-99.0%
+741.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.6% | -7.6% | -3.3% |
| 7D | +12.1% | -7.1% | +19.2% | +7.8% |
| 30D | -18.8% | +12.6% | -31.4% | -8.9% |
| 3M | -39.3% | +14.2% | -53.6% | -30.8% |
| 6M | -40.1% | +6.2% | -46.3% | -30.6% |
| YTD | +71.8% | -21.8% | +93.6% | +72.5% |
| 1Y | +88.5% | -23.1% | +111.6% | +89.6% |
| 3Y | +770.0% | -71.3% | +841.3% | +496.4% |
| 5Y | +549.0% | -77.0% | +626.0% | +395.5% |
| All | +642.9% | -99.0% | +741.9% | +23.6% |
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