-75.0%
QS vs WCN
+24.9%
-100.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -3.6% | -3.1% | -0.5% | -2.5% |
| 30D | -17.2% | -3.4% | -13.9% | -16.2% |
| 3M | -27.0% | +3.0% | -29.9% | -28.9% |
| 6M | -24.6% | -3.8% | -20.8% | -24.5% |
| YTD | -49.3% | -8.3% | -41.0% | -47.9% |
| 1Y | -40.3% | -9.7% | -30.6% | -38.6% |
| 3Y | -23.8% | +17.2% | -41.0% | -41.9% |
| All | -75.0% | +24.9% | -100.0% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling