+133.1%
QSR vs WCC
+541.6%
-408.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.3% |
| 7D | -4.0% | +1.5% | -5.5% | -4.4% |
| 30D | +2.8% | -2.1% | +4.9% | +3.0% |
| 3M | +5.1% | +3.8% | +1.3% | +3.1% |
| 6M | +8.8% | +35.0% | -26.2% | -1.0% |
| YTD | +14.8% | +46.4% | -31.5% | +1.8% |
| 1Y | +25.7% | +63.0% | -37.3% | +7.8% |
| 3Y | +27.5% | +133.9% | -106.4% | -6.4% |
| 5Y | +41.3% | +226.5% | -185.3% | -12.4% |
| All | +133.1% | +541.6% | -408.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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