-47.7%
QS vs WPM
+207.9%
-255.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.4% |
| 7D | -5.0% | -3.6% | -1.3% | -3.9% |
| 30D | -18.3% | +12.5% | -30.8% | -21.4% |
| 3M | -26.0% | +40.6% | -66.6% | -33.8% |
| 6M | -24.0% | +0.5% | -24.6% | -25.1% |
| YTD | -50.3% | +29.0% | -79.3% | -53.6% |
| 1Y | -38.0% | +43.8% | -81.8% | -43.6% |
| 3Y | -24.6% | +266.3% | -290.9% | -43.3% |
| 5Y | -75.4% | +255.1% | -330.5% | -82.2% |
| All | -47.7% | +207.9% | -255.6% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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