-38.0%
QS vs WCC
+62.7%
-100.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | +1.4% |
| 7D | -5.0% | +1.7% | -6.6% | -6.0% |
| 30D | -18.3% | -6.1% | -12.2% | -14.8% |
| 3M | -26.0% | +3.1% | -29.1% | -28.0% |
| 6M | -24.0% | +28.2% | -52.3% | -35.9% |
| YTD | -50.3% | +41.1% | -91.4% | -61.0% |
| 1Y | -38.0% | +61.3% | -99.3% | -53.7% |
| All | -38.0% | +62.7% | -100.7% | -53.7% |
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