+133.1%
QSR vs NWSA
+149.4%
-16.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -4.0% | -2.8% | -1.2% | -3.1% |
| 30D | +2.8% | +3.0% | -0.3% | +1.8% |
| 3M | +5.1% | +12.3% | -7.2% | +1.2% |
| 6M | +8.8% | +21.9% | -13.1% | +1.8% |
| YTD | +14.8% | +13.6% | +1.3% | +9.6% |
| 1Y | +25.7% | +0.5% | +25.2% | +24.3% |
| 3Y | +27.5% | +43.8% | -16.2% | +11.1% |
| 5Y | +41.3% | +41.2% | +0.1% | +20.6% |
| All | +133.1% | +149.4% | -16.3% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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