-75.6%
QS vs WAB
+224.0%
-299.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -5.2% |
| 7D | -4.2% | +0.2% | -4.5% | -4.4% |
| 30D | -15.7% | -4.6% | -11.1% | -11.5% |
| 3M | -28.7% | +5.6% | -34.3% | -34.5% |
| 6M | -23.2% | +13.8% | -37.0% | -35.3% |
| YTD | -49.9% | +31.9% | -81.8% | -64.3% |
| 1Y | -38.8% | +48.3% | -87.1% | -61.6% |
| 3Y | -24.0% | +167.1% | -191.2% | -79.5% |
| 5Y | -75.6% | +222.9% | -298.5% | -94.4% |
| All | -75.6% | +224.0% | -299.6% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling