-90.9%
QS vs WU
-43.8%
-47.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.5% | -5.8% |
| 7D | -14.0% | -2.0% | -12.0% | -13.1% |
| 30D | -6.4% | +11.4% | -17.8% | -11.6% |
| 3M | -40.3% | -6.8% | -33.4% | -38.5% |
| 6M | -57.5% | -14.6% | -42.9% | -55.3% |
| YTD | -64.7% | -20.6% | -44.0% | -61.8% |
| 1Y | -72.9% | -15.4% | -57.5% | -72.0% |
| 3Y | -33.5% | -23.6% | -9.8% | -28.8% |
| All | -90.9% | -43.8% | -47.1% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling