-46.7%
QS vs BBWI
-2.2%
-44.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.5% | -0.4% |
| 7D | -3.6% | -4.8% | +1.2% | -2.0% |
| 30D | -17.2% | +3.5% | -20.7% | -19.0% |
| 3M | -27.0% | -0.3% | -26.7% | -28.1% |
| 6M | -24.6% | -5.4% | -19.2% | -25.3% |
| YTD | -49.3% | -4.7% | -44.6% | -50.6% |
| 1Y | -40.3% | -30.5% | -9.9% | -35.5% |
| 3Y | -23.8% | -44.3% | +20.5% | -15.5% |
| 5Y | -75.0% | -66.9% | -8.1% | -69.1% |
| All | -46.7% | -2.2% | -44.5% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling