-47.7%
QS vs WTW
+69.9%
-117.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -5.0% | -7.8% | +2.8% | -3.6% |
| 30D | -18.3% | -7.9% | -10.4% | -17.1% |
| 3M | -26.0% | +19.9% | -45.9% | -28.8% |
| 6M | -24.0% | +9.8% | -33.8% | -25.8% |
| YTD | -50.3% | -3.3% | -46.9% | -49.9% |
| 1Y | -38.0% | -3.3% | -34.7% | -37.5% |
| 3Y | -24.6% | +61.5% | -86.1% | -40.3% |
| 5Y | -75.4% | +42.6% | -118.0% | -80.3% |
| All | -47.7% | +69.9% | -117.6% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling