+24.7%
QSR vs WETO
-99.4%
+124.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.6% |
| 7D | -4.0% | -4.3% | +0.3% | -4.0% |
| 30D | +2.8% | -39.9% | +42.7% | +3.4% |
| 3M | +5.1% | -97.9% | +103.0% | +5.3% |
| 6M | +8.8% | -95.0% | +103.8% | +9.4% |
| YTD | +14.8% | -97.2% | +112.0% | +13.8% |
| 1Y | +25.7% | -98.9% | +124.6% | +21.5% |
| All | +24.7% | -99.4% | +124.1% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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