-71.3%
QS vs WCC
+24.5%
-95.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -9.9% | +17.4% | +12.7% |
| 7D | +4.5% | -8.8% | +13.3% | +8.3% |
| 30D | -4.1% | -16.0% | +11.9% | +4.2% |
| 3M | -22.1% | -15.2% | -6.9% | -16.4% |
| 6M | -38.4% | -8.4% | -30.0% | -37.1% |
| YTD | -57.5% | +30.1% | -87.6% | -66.0% |
| 1Y | -71.3% | +26.4% | -97.7% | -76.7% |
| All | -71.3% | +24.5% | -95.8% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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