+48.7%
WM vs QID
-71.4%
+120.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | +3.2% | -7.1% | +10.4% | +3.4% |
| 30D | +13.0% | +12.6% | +0.4% | +12.6% |
| 3M | +9.2% | +14.2% | -5.0% | +8.8% |
| 6M | +13.6% | +6.2% | +7.5% | +13.3% |
| YTD | +12.4% | -21.8% | +34.2% | +10.8% |
| 1Y | +21.2% | -23.1% | +44.3% | +19.5% |
| 3Y | +48.7% | -71.3% | +120.0% | +37.3% |
| All | +48.7% | -71.4% | +120.1% | +37.3% |
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 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