-33.5%
QS vs WING
-23.4%
-10.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.1% | -5.1% |
| 7D | -14.0% | -2.5% | -11.5% | -13.6% |
| 30D | -6.4% | +29.5% | -35.9% | -9.8% |
| 3M | -40.3% | +40.2% | -80.4% | -43.3% |
| 6M | -57.5% | +32.7% | -90.2% | -59.4% |
| YTD | -64.7% | -32.8% | -31.9% | -63.1% |
| 1Y | -72.9% | -31.7% | -41.2% | -71.8% |
| 3Y | -33.5% | -24.7% | -8.7% | -21.6% |
| All | -33.5% | -23.4% | -10.0% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling