-62.8%
QS vs WAB
+342.4%
-405.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.3% | -4.5% |
| 7D | -14.0% | +5.1% | -19.1% | -17.3% |
| 30D | -6.4% | +4.0% | -10.4% | -9.3% |
| 3M | -40.3% | +0.1% | -40.4% | -40.4% |
| 6M | -57.5% | +12.8% | -70.3% | -62.4% |
| YTD | -64.7% | +40.1% | -104.8% | -74.2% |
| 1Y | -72.9% | +46.4% | -119.3% | -81.0% |
| 3Y | -33.5% | +167.4% | -200.8% | -73.4% |
| 5Y | -90.5% | +215.0% | -305.6% | -96.6% |
| All | -62.8% | +342.4% | -405.2% | -89.1% |
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