+10.0%
QS vs WETO
-99.4%
+109.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.4% | +1.9% |
| 7D | -3.6% | -4.3% | +0.7% | -3.6% |
| 30D | -17.2% | -39.9% | +22.7% | -18.0% |
| 3M | -27.0% | -97.9% | +70.9% | -24.2% |
| 6M | -24.6% | -95.0% | +70.5% | -23.5% |
| YTD | -49.3% | -97.2% | +47.8% | -48.5% |
| 1Y | -40.3% | -98.9% | +58.6% | -38.4% |
| All | +10.0% | -99.4% | +109.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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