-47.7%
QS vs WCN
+66.3%
-114.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.4% |
| 7D | -5.0% | -4.4% | -0.5% | -3.5% |
| 30D | -18.3% | -4.4% | -13.9% | -17.1% |
| 3M | -26.0% | +0.5% | -26.5% | -27.0% |
| 6M | -24.0% | -3.3% | -20.8% | -24.2% |
| YTD | -50.3% | -8.5% | -41.8% | -49.0% |
| 1Y | -38.0% | -8.9% | -29.0% | -36.7% |
| 3Y | -24.6% | +18.0% | -42.6% | -39.7% |
| 5Y | -75.4% | +25.0% | -100.5% | -81.8% |
| All | -47.7% | +66.3% | -114.0% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling