+336.4%
WM vs QID
-99.0%
+435.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -2.4% |
| 7D | +1.2% | +9.4% | -8.2% | +2.6% |
| 30D | +13.1% | +31.2% | -18.2% | +17.7% |
| 3M | +3.6% | +17.4% | -13.8% | +6.1% |
| 6M | +8.1% | +8.4% | -0.3% | +9.4% |
| YTD | +8.9% | -15.8% | +24.7% | +6.0% |
| 1Y | +20.3% | -16.3% | +36.7% | +17.1% |
| 3Y | +46.2% | -70.4% | +116.6% | +20.7% |
| 5Y | +59.9% | -74.8% | +134.7% | +37.1% |
| All | +336.4% | -99.0% | +435.4% | +115.1% |
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 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