-44.6%
QS vs WAB
+320.0%
-364.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | 0.0% |
| 7D | -2.3% | -3.2% | +0.9% | +0.3% |
| 30D | -0.7% | -4.4% | +3.7% | +3.0% |
| 3M | -39.6% | +7.9% | -47.5% | -44.5% |
| 6M | -21.7% | +8.7% | -30.4% | -28.7% |
| YTD | -47.4% | +33.0% | -80.4% | -59.8% |
| 1Y | -28.4% | +46.7% | -75.0% | -49.5% |
| 3Y | -22.6% | +153.0% | -175.6% | -67.6% |
| 5Y | -75.6% | +222.3% | -297.9% | -91.1% |
| All | -44.6% | +320.0% | -364.6% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling