-46.7%
QS vs WTW
+70.0%
-116.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -3.6% | -5.7% | +2.1% | -2.6% |
| 30D | -17.2% | -7.3% | -10.0% | -16.2% |
| 3M | -27.0% | +21.5% | -48.4% | -29.9% |
| 6M | -24.6% | +9.6% | -34.2% | -26.3% |
| YTD | -49.3% | -3.3% | -46.0% | -48.9% |
| 1Y | -40.3% | -6.1% | -34.2% | -39.3% |
| 3Y | -23.8% | +61.8% | -85.7% | -39.7% |
| 5Y | -75.0% | +42.7% | -117.6% | -79.9% |
| All | -46.7% | +70.0% | -116.7% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling