-46.7%
QS vs WSM
+428.5%
-475.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | -17.2% | -7.7% | -9.5% | -13.7% |
| 3M | -27.0% | +3.8% | -30.7% | -28.5% |
| 6M | -24.6% | +22.7% | -47.2% | -32.4% |
| YTD | -49.3% | +28.0% | -77.3% | -55.5% |
| 1Y | -40.3% | +12.7% | -53.1% | -44.1% |
| 3Y | -23.8% | +231.3% | -255.1% | -61.6% |
| 5Y | -75.0% | +177.2% | -252.1% | -87.4% |
| All | -46.7% | +428.5% | -475.2% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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