-71.3%
QS vs WAB
+46.5%
-117.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +7.0% |
| 7D | +4.5% | +4.5% | -0.1% | +2.4% |
| 30D | -4.1% | +1.1% | -5.2% | -4.7% |
| 3M | -22.1% | -1.3% | -20.9% | -21.8% |
| 6M | -38.4% | +12.7% | -51.1% | -43.4% |
| YTD | -57.5% | +38.7% | -96.2% | -69.3% |
| 1Y | -71.3% | +44.9% | -116.3% | -80.3% |
| All | -71.3% | +46.5% | -117.8% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling