-28.4%
QS vs WWD
+41.9%
-70.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | -2.3% | +1.3% | -3.6% | -2.9% |
| 30D | -0.7% | -7.2% | +6.4% | +2.9% |
| 3M | -39.6% | -3.8% | -35.8% | -39.8% |
| 6M | -21.7% | -9.9% | -11.8% | -19.6% |
| YTD | -47.4% | +14.8% | -62.2% | -53.2% |
| 1Y | -28.4% | +42.1% | -70.4% | -45.4% |
| All | -28.4% | +41.9% | -70.3% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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