-40.3%
QS vs BBWI
-31.4%
-9.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.5% | +0.7% |
| 7D | -3.6% | -4.8% | +1.2% | -2.8% |
| 30D | -17.2% | +3.5% | -20.7% | -18.2% |
| 3M | -27.0% | -0.3% | -26.7% | -27.3% |
| 6M | -24.6% | -5.4% | -19.2% | -24.6% |
| YTD | -49.3% | -4.7% | -44.6% | -49.8% |
| 1Y | -40.3% | -30.5% | -9.9% | -33.8% |
| All | -40.3% | -31.4% | -9.0% | -33.8% |
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