-62.8%
QS vs WCN
+102.7%
-165.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -14.0% | +2.6% | -16.6% | -14.8% |
| 30D | -6.4% | +23.9% | -30.3% | -13.0% |
| 3M | -40.3% | +17.4% | -57.7% | -43.6% |
| 6M | -57.5% | +28.0% | -85.5% | -61.8% |
| YTD | -64.7% | +11.6% | -76.2% | -66.2% |
| 1Y | -72.9% | +16.9% | -89.7% | -74.7% |
| 3Y | -33.5% | +51.6% | -85.1% | -52.4% |
| 5Y | -90.5% | +48.0% | -138.5% | -93.4% |
| All | -62.8% | +102.7% | -165.5% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling