-75.4%
QS vs BBWI
-69.5%
-5.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -5.0% | -8.0% | +3.1% | -1.6% |
| 30D | -18.3% | -6.6% | -11.7% | -16.8% |
| 3M | -26.0% | -2.7% | -23.3% | -26.7% |
| 6M | -24.0% | -12.8% | -11.3% | -22.4% |
| YTD | -50.3% | -10.5% | -39.8% | -50.7% |
| 1Y | -38.0% | -35.3% | -2.6% | -29.8% |
| 3Y | -24.6% | -47.7% | +23.1% | -13.9% |
| 5Y | -75.4% | -68.9% | -6.6% | -59.3% |
| All | -75.4% | -69.5% | -5.9% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling