-28.4%
QS vs WTW
+3.0%
-31.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | -0.2% |
| 7D | -2.3% | -2.6% | +0.3% | -3.2% |
| 30D | -0.7% | -1.0% | +0.3% | -1.0% |
| 3M | -39.6% | +29.9% | -69.6% | -33.0% |
| 6M | -21.7% | +10.7% | -32.4% | -14.6% |
| YTD | -47.4% | +2.6% | -50.0% | -42.0% |
| 1Y | -28.4% | +2.8% | -31.1% | -15.9% |
| All | -28.4% | +3.0% | -31.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling