-44.6%
QS vs WCC
+665.3%
-709.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -1.8% |
| 7D | -2.3% | +4.5% | -6.8% | -4.9% |
| 30D | -0.7% | -5.8% | +5.1% | +2.7% |
| 3M | -39.6% | -3.7% | -36.0% | -38.5% |
| 6M | -21.7% | +23.1% | -44.8% | -31.4% |
| YTD | -47.4% | +44.2% | -91.6% | -58.2% |
| 1Y | -28.4% | +62.1% | -90.5% | -47.1% |
| 3Y | -22.6% | +121.1% | -143.7% | -55.8% |
| 5Y | -75.6% | +214.0% | -289.5% | -88.2% |
| All | -44.6% | +665.3% | -709.9% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling