-24.7%
QS vs WWD
+167.9%
-192.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.4% |
| 7D | -4.2% | +0.6% | -4.9% | -4.6% |
| 30D | -15.7% | -5.1% | -10.6% | -13.4% |
| 3M | -28.7% | -11.2% | -17.5% | -25.1% |
| 6M | -23.2% | -12.0% | -11.2% | -19.5% |
| YTD | -49.9% | +12.0% | -61.9% | -54.0% |
| 1Y | -38.8% | +42.8% | -81.6% | -50.9% |
| All | -24.7% | +167.9% | -192.6% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling