-24.7%
QS vs WCC
+129.2%
-153.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -5.8% |
| 7D | -4.2% | +6.8% | -11.0% | -8.0% |
| 30D | -15.7% | -3.0% | -12.7% | -14.1% |
| 3M | -28.7% | +0.2% | -28.9% | -29.2% |
| 6M | -23.2% | +33.2% | -56.4% | -35.7% |
| YTD | -49.9% | +45.8% | -95.7% | -60.4% |
| 1Y | -38.8% | +68.4% | -107.2% | -55.7% |
| All | -24.7% | +129.2% | -153.9% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling