-75.6%
QS vs WWD
+191.3%
-266.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.3% |
| 7D | -4.2% | +0.6% | -4.9% | -4.6% |
| 30D | -15.7% | -5.1% | -10.6% | -13.0% |
| 3M | -28.7% | -11.2% | -17.5% | -24.4% |
| 6M | -23.2% | -12.0% | -11.2% | -18.7% |
| YTD | -49.9% | +12.0% | -61.9% | -54.9% |
| 1Y | -38.8% | +42.8% | -81.6% | -53.3% |
| 3Y | -24.0% | +168.9% | -193.0% | -64.7% |
| 5Y | -75.6% | +192.2% | -267.8% | -90.8% |
| All | -75.6% | +191.3% | -266.9% | -90.8% |
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