+2.5%
WFC vs QID
-21.1%
+23.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.1% | +2.0% |
| 7D | +4.5% | +9.8% | -5.3% | +5.6% |
| 30D | +7.4% | +18.9% | -11.6% | +9.5% |
| 3M | -0.5% | +9.6% | -10.1% | +0.6% |
| 6M | +11.7% | -7.8% | +19.5% | +8.3% |
| YTD | -4.6% | -23.3% | +18.7% | -12.4% |
| 1Y | +2.5% | -22.0% | +24.6% | -5.0% |
| All | +2.5% | -21.1% | +23.6% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling