+27.5%
QSR vs WCN
+18.4%
+9.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.0% | -3.1% | -0.9% | -2.7% |
| 30D | +2.8% | -3.4% | +6.1% | +4.3% |
| 3M | +5.1% | +3.0% | +2.1% | +3.8% |
| 6M | +8.8% | -3.8% | +12.6% | +10.3% |
| YTD | +14.8% | -8.3% | +23.1% | +18.7% |
| 1Y | +25.7% | -9.7% | +35.5% | +30.7% |
| 3Y | +27.5% | +17.2% | +10.4% | +17.5% |
| All | +27.5% | +18.4% | +9.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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