-90.0%
QS vs WWD
+183.1%
-273.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.0% | -5.9% | -6.6% |
| 7D | -5.6% | +8.2% | -13.8% | -10.0% |
| 30D | -5.8% | -0.2% | -5.6% | -6.1% |
| 3M | -39.2% | -8.4% | -30.8% | -36.0% |
| 6M | -53.9% | -9.5% | -44.4% | -52.0% |
| YTD | -62.8% | +10.1% | -72.8% | -66.5% |
| 1Y | -73.5% | +21.6% | -95.1% | -77.9% |
| 3Y | -29.1% | +149.6% | -178.6% | -67.0% |
| 5Y | -90.0% | +191.3% | -281.3% | -96.0% |
| All | -90.0% | +183.1% | -273.1% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling