-75.6%
QS vs WCC
+228.2%
-303.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -5.7% |
| 7D | -4.2% | +6.8% | -11.0% | -8.4% |
| 30D | -15.7% | -3.0% | -12.7% | -13.9% |
| 3M | -28.7% | +0.2% | -28.9% | -29.3% |
| 6M | -23.2% | +33.2% | -56.4% | -37.4% |
| YTD | -49.9% | +45.8% | -95.7% | -61.8% |
| 1Y | -38.8% | +68.4% | -107.2% | -58.0% |
| 3Y | -24.0% | +131.1% | -155.1% | -62.4% |
| 5Y | -75.6% | +225.6% | -301.2% | -90.5% |
| All | -75.6% | +228.2% | -303.8% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling