+339.9%
WFC vs QID
-100.0%
+439.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +1.6% |
| 7D | +2.5% | -7.1% | +9.7% | -0.9% |
| 30D | +7.0% | +12.6% | -5.6% | +14.0% |
| 3M | -1.8% | +14.2% | -16.0% | +5.6% |
| 6M | +18.4% | +6.2% | +12.2% | +24.0% |
| YTD | -5.6% | -21.8% | +16.2% | -13.9% |
| 1Y | +3.9% | -23.1% | +27.0% | -5.7% |
| 3Y | +126.3% | -71.3% | +197.6% | +38.7% |
| 5Y | +91.1% | -77.0% | +168.1% | +24.0% |
| 10Y | +118.5% | -99.0% | +217.6% | -69.9% |
| All | +339.9% | -100.0% | +439.9% | -88.3% |
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