-18.6%
QS vs BBWI
-44.4%
+25.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +3.0% |
| 7D | +2.2% | +1.6% | +0.6% | +1.6% |
| 30D | -8.1% | -6.2% | -1.8% | -6.9% |
| 3M | -27.0% | +4.3% | -31.4% | -29.1% |
| 6M | -16.4% | -7.2% | -9.3% | -16.5% |
| YTD | -46.4% | -3.0% | -43.3% | -47.9% |
| 1Y | -41.1% | -30.8% | -10.3% | -35.6% |
| 3Y | -18.6% | -43.4% | +24.8% | -13.2% |
| All | -18.6% | -44.4% | +25.8% | -13.2% |
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