-90.9%
QS vs WING
+0.4%
-91.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.1% | -5.1% |
| 7D | -14.0% | -2.5% | -11.5% | -13.2% |
| 30D | -6.4% | +29.5% | -35.9% | -14.3% |
| 3M | -40.3% | +40.2% | -80.4% | -47.4% |
| 6M | -57.5% | +32.7% | -90.2% | -62.5% |
| YTD | -64.7% | -32.8% | -31.9% | -61.4% |
| 1Y | -72.9% | -31.7% | -41.2% | -70.8% |
| 3Y | -33.5% | -24.7% | -8.7% | -45.9% |
| All | -90.9% | +0.4% | -91.3% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling