-24.7%
QS vs WING
-29.7%
+5.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.0% | -7.7% | -6.8% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | -15.7% | -5.6% | -10.0% | -15.1% |
| 3M | -28.7% | -22.9% | -5.8% | -26.1% |
| 6M | -23.2% | -50.4% | +27.2% | -15.2% |
| YTD | -49.9% | -53.3% | +3.4% | -44.2% |
| 1Y | -38.8% | -61.2% | +22.4% | -30.3% |
| All | -24.7% | -29.7% | +5.0% | -43.2% |
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