-25.3%
QS vs WY
-25.0%
-0.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.9% |
| 7D | -5.0% | -3.7% | -1.3% | -2.7% |
| 30D | -18.3% | -11.3% | -7.0% | -11.8% |
| 3M | -26.0% | -8.1% | -17.9% | -23.1% |
| 6M | -24.0% | -7.4% | -16.6% | -21.9% |
| YTD | -50.3% | -4.7% | -45.6% | -50.5% |
| 1Y | -38.0% | -9.2% | -28.8% | -36.2% |
| All | -25.3% | -25.0% | -0.2% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling