-57.5%
QS vs WCC
-11.8%
-45.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.4% |
| 7D | -14.0% | +9.9% | -24.0% | -17.9% |
| 30D | -6.4% | -8.4% | +2.1% | -4.3% |
| 3M | -40.3% | -10.3% | -29.9% | -38.5% |
| 6M | -57.5% | -10.5% | -47.0% | -56.1% |
| All | -57.5% | -11.8% | -45.7% | -56.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling