+126.3%
WFC vs QID
-71.4%
+197.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +1.0% |
| 7D | +2.5% | -7.1% | +9.7% | +0.8% |
| 30D | +7.0% | +12.6% | -5.6% | +10.7% |
| 3M | -1.8% | +14.2% | -16.0% | +2.2% |
| 6M | +18.4% | +6.2% | +12.2% | +21.4% |
| YTD | -5.6% | -21.8% | +16.2% | -11.2% |
| 1Y | +3.9% | -23.1% | +27.0% | -2.6% |
| 3Y | +126.3% | -71.3% | +197.6% | +73.5% |
| All | +126.3% | -71.4% | +197.7% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling