-38.0%
QS vs WWD
+40.3%
-78.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | -5.0% | -2.9% | -2.1% | -3.6% |
| 30D | -18.3% | -6.6% | -11.7% | -15.5% |
| 3M | -26.0% | -9.3% | -16.7% | -23.8% |
| 6M | -24.0% | -13.6% | -10.4% | -20.3% |
| YTD | -50.3% | +10.4% | -60.6% | -55.1% |
| 1Y | -38.0% | +39.9% | -77.8% | -54.6% |
| All | -38.0% | +40.3% | -78.3% | -54.6% |
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