-75.2%
QS vs WPM
+266.2%
-341.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.1% | -7.7% | -7.1% |
| 7D | -4.2% | +3.9% | -8.1% | -5.9% |
| 30D | -15.7% | +17.7% | -33.3% | -21.9% |
| 3M | -28.7% | +39.4% | -68.1% | -39.1% |
| 6M | -23.2% | +6.4% | -29.7% | -26.3% |
| YTD | -49.9% | +34.0% | -83.9% | -56.0% |
| 1Y | -38.8% | +50.5% | -89.3% | -48.8% |
| 3Y | -24.0% | +280.3% | -304.3% | -57.3% |
| All | -75.2% | +266.2% | -341.4% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling