-24.7%
QS vs WU
-28.6%
+4.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.8% | -6.3% |
| 7D | -4.2% | -4.9% | +0.7% | -2.4% |
| 30D | -15.7% | -1.3% | -14.4% | -15.5% |
| 3M | -28.7% | -3.6% | -25.1% | -29.8% |
| 6M | -23.2% | -24.3% | +1.1% | -15.0% |
| YTD | -49.9% | -21.1% | -28.8% | -46.2% |
| 1Y | -38.8% | -10.3% | -28.5% | -40.2% |
| All | -24.7% | -28.6% | +4.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling