-47.3%
QS vs WY
+0.5%
-47.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.2% |
| 7D | -4.2% | -1.7% | -2.5% | -2.8% |
| 30D | -15.7% | -9.9% | -5.8% | -8.1% |
| 3M | -28.7% | -7.5% | -21.2% | -25.4% |
| 6M | -23.2% | -5.1% | -18.1% | -22.1% |
| YTD | -49.9% | -2.1% | -47.8% | -51.1% |
| 1Y | -38.8% | -7.3% | -31.5% | -38.0% |
| 3Y | -24.0% | -22.6% | -1.4% | -9.0% |
| 5Y | -75.6% | -19.8% | -55.8% | -68.9% |
| All | -47.3% | +0.5% | -47.8% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling