-90.9%
QS vs BBWI
-67.6%
-23.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.6% | -5.8% |
| 7D | -14.0% | +0.1% | -14.2% | -14.0% |
| 30D | -6.4% | +12.9% | -19.2% | -10.8% |
| 3M | -40.3% | +16.0% | -56.3% | -44.6% |
| 6M | -57.5% | +16.6% | -74.1% | -61.2% |
| YTD | -64.7% | +9.7% | -74.4% | -67.9% |
| 1Y | -72.9% | +1.5% | -74.4% | -75.1% |
| 3Y | -33.5% | -21.4% | -12.1% | -38.1% |
| All | -90.9% | -67.6% | -23.3% | -86.6% |
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