+306.4%
WM vs QID
-99.1%
+405.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.3% |
| 7D | -0.3% | -0.6% | +0.3% | -0.4% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | +0.4% | +3.7% | -3.3% | +1.2% |
| 6M | -9.5% | -29.9% | +20.4% | -14.4% |
| YTD | +0.5% | -28.8% | +29.3% | -4.6% |
| 1Y | -1.1% | -37.2% | +36.1% | -8.0% |
| 3Y | +46.0% | -73.7% | +119.7% | +18.9% |
| 5Y | +51.8% | -80.7% | +132.6% | +24.0% |
| All | +306.4% | -99.1% | +405.6% | +83.1% |
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