+878.6%
WEC vs QID
-100.0%
+978.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.8% |
| 7D | -0.3% | -0.6% | +0.4% | -0.4% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | -3.9% | +3.7% | -7.7% | -3.0% |
| 6M | -8.3% | -29.9% | +21.5% | -13.0% |
| YTD | +3.1% | -28.8% | +31.8% | -1.9% |
| 1Y | +1.9% | -37.2% | +39.1% | -4.8% |
| 3Y | +41.9% | -73.7% | +115.6% | +16.4% |
| 5Y | +30.8% | -80.7% | +111.5% | +6.8% |
| 10Y | +141.9% | -99.1% | +241.0% | +16.0% |
| All | +878.6% | -100.0% | +978.6% | +154.1% |
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