-46.7%
QS vs WING
-17.9%
-28.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.0% | +0.1% |
| 7D | -3.6% | +7.2% | -10.9% | -5.7% |
| 30D | -17.2% | +4.8% | -22.0% | -18.9% |
| 3M | -27.0% | -23.7% | -3.3% | -21.7% |
| 6M | -24.6% | -43.6% | +19.0% | -12.0% |
| YTD | -49.3% | -50.6% | +1.2% | -39.2% |
| 1Y | -40.3% | -57.0% | +16.7% | -25.8% |
| 3Y | -23.8% | -28.3% | +4.5% | -34.9% |
| 5Y | -75.0% | -32.4% | -42.6% | -82.1% |
| All | -46.7% | -17.9% | -28.8% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling