-33.5%
QS vs WCN
+52.1%
-85.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -14.0% | +2.6% | -16.6% | -13.8% |
| 30D | -6.4% | +23.9% | -30.3% | -4.0% |
| 3M | -40.3% | +17.4% | -57.7% | -39.3% |
| 6M | -57.5% | +28.0% | -85.5% | -56.6% |
| YTD | -64.7% | +11.6% | -76.2% | -63.8% |
| 1Y | -72.9% | +16.9% | -89.7% | -72.0% |
| 3Y | -33.5% | +51.6% | -85.1% | -43.4% |
| All | -33.5% | +52.1% | -85.6% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling