+192.1%
QSR vs NWSA
+117.8%
+74.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.4% | -3.1% | +0.7% | -1.3% |
| 30D | +5.7% | +4.3% | +1.4% | +4.2% |
| 3M | +6.9% | +9.2% | -2.3% | +3.6% |
| 6M | +6.9% | +21.6% | -14.7% | -0.5% |
| YTD | +14.9% | +14.2% | +0.7% | +9.0% |
| 1Y | +29.1% | +1.8% | +27.3% | +27.0% |
| 3Y | +26.1% | +44.4% | -18.3% | +8.4% |
| 5Y | +42.3% | +41.0% | +1.4% | +19.9% |
| 10Y | +134.0% | +150.0% | -16.1% | +40.7% |
| All | +192.1% | +117.8% | +74.3% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling