-28.4%
QS vs BBWI
-34.3%
+5.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.3% | +0.1% |
| 7D | -2.3% | +1.5% | -3.8% | -2.6% |
| 30D | -0.7% | -5.2% | +4.5% | +0.1% |
| 3M | -39.6% | +11.1% | -50.8% | -40.9% |
| 6M | -21.7% | -13.4% | -8.3% | -20.7% |
| YTD | -47.4% | +0.1% | -47.5% | -48.1% |
| 1Y | -28.4% | -36.1% | +7.8% | -30.9% |
| All | -28.4% | -34.3% | +5.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling