+59.7%
WM vs QID
-74.8%
+134.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -2.2% |
| 7D | +1.2% | +9.4% | -8.2% | +1.7% |
| 30D | +13.1% | +31.2% | -18.2% | +14.8% |
| 3M | +3.6% | +17.4% | -13.8% | +4.5% |
| 6M | +8.1% | +8.4% | -0.3% | +8.4% |
| YTD | +8.9% | -15.8% | +24.7% | +7.0% |
| 1Y | +20.3% | -16.3% | +36.7% | +18.2% |
| 3Y | +46.2% | -70.4% | +116.6% | +29.5% |
| All | +59.7% | -74.8% | +134.5% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling