-47.7%
QS vs WCC
+649.0%
-696.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | +1.2% |
| 7D | -5.0% | +1.7% | -6.6% | -5.9% |
| 30D | -18.3% | -6.1% | -12.2% | -15.2% |
| 3M | -26.0% | +3.1% | -29.1% | -27.7% |
| 6M | -24.0% | +28.2% | -52.3% | -35.0% |
| YTD | -50.3% | +41.1% | -91.4% | -60.0% |
| 1Y | -38.0% | +61.3% | -99.3% | -54.0% |
| 3Y | -24.6% | +123.6% | -148.2% | -57.2% |
| 5Y | -75.4% | +214.8% | -290.2% | -88.0% |
| All | -47.7% | +649.0% | -696.7% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling