-62.8%
QS vs WWD
+299.8%
-362.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.5% | -4.8% |
| 7D | -14.0% | +4.0% | -18.0% | -15.8% |
| 30D | -6.4% | +0.4% | -6.8% | -6.9% |
| 3M | -40.3% | -7.9% | -32.3% | -37.7% |
| 6M | -57.5% | -10.6% | -46.9% | -55.5% |
| YTD | -64.7% | +9.4% | -74.1% | -67.5% |
| 1Y | -72.9% | +25.7% | -98.6% | -77.2% |
| 3Y | -33.5% | +148.5% | -182.0% | -63.8% |
| 5Y | -90.5% | +189.5% | -280.0% | -95.4% |
| All | -62.8% | +299.8% | -362.6% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling