-43.5%
QS vs BBWI
-0.4%
-43.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +3.1% |
| 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% | -29.3% |
| 6M | -16.4% | -7.2% | -9.3% | -16.7% |
| YTD | -46.4% | -3.0% | -43.3% | -48.0% |
| 1Y | -41.1% | -30.8% | -10.3% | -36.2% |
| 3Y | -18.6% | -43.4% | +24.8% | -10.3% |
| 5Y | -73.0% | -66.7% | -6.3% | -67.0% |
| All | -43.5% | -0.4% | -43.1% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling