-41.5%
QS vs WCN
-9.3%
-32.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -1.3% |
| 7D | -5.0% | -4.4% | -0.5% | -7.1% |
| 30D | -18.3% | -4.4% | -13.9% | -20.1% |
| 3M | -26.0% | +0.5% | -26.5% | -25.9% |
| 6M | -24.0% | -3.3% | -20.8% | -23.4% |
| YTD | -50.3% | -8.5% | -41.8% | -52.0% |
| All | -41.5% | -9.3% | -32.2% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling