-46.7%
QS vs WY
-1.8%
-44.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -3.6% | -4.2% | +0.5% | -0.2% |
| 30D | -17.2% | -10.1% | -7.2% | -9.6% |
| 3M | -27.0% | -8.5% | -18.5% | -23.0% |
| 6M | -24.6% | -3.3% | -21.2% | -24.7% |
| YTD | -49.3% | -4.4% | -44.9% | -49.6% |
| 1Y | -40.3% | -11.5% | -28.9% | -37.1% |
| 3Y | -23.8% | -24.3% | +0.5% | -7.1% |
| 5Y | -75.0% | -21.3% | -53.6% | -67.5% |
| All | -46.7% | -1.8% | -44.8% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling