-29.8%
QS vs BBWI
-25.1%
-4.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -4.9% | -6.9% |
| 7D | -5.6% | -4.5% | -1.1% | -4.2% |
| 30D | -5.8% | +17.1% | -22.9% | -10.2% |
| 3M | -39.2% | +17.5% | -56.7% | -42.7% |
| 6M | -53.9% | +12.8% | -66.7% | -56.3% |
| YTD | -62.8% | +8.2% | -70.9% | -65.0% |
| 1Y | -73.5% | -1.8% | -71.7% | -74.5% |
| All | -29.8% | -25.1% | -4.8% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling