-75.4%
QS vs WSM
+171.2%
-246.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.3% |
| 7D | -5.0% | +0.4% | -5.4% | -5.2% |
| 30D | -18.3% | -10.7% | -7.6% | -12.3% |
| 3M | -26.0% | +8.5% | -34.5% | -29.9% |
| 6M | -24.0% | +19.6% | -43.7% | -32.5% |
| YTD | -50.3% | +26.6% | -76.9% | -57.4% |
| 1Y | -38.0% | +12.0% | -49.9% | -42.6% |
| 3Y | -24.6% | +226.6% | -251.2% | -70.5% |
| 5Y | -75.4% | +174.1% | -249.6% | -90.0% |
| All | -75.4% | +171.2% | -246.6% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling