+192.3%
QSR vs WING
+405.9%
-213.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.4% | -3.9% | +6.3% | +3.1% |
| 30D | +7.6% | -11.6% | +19.2% | +9.6% |
| 3M | +12.6% | -24.2% | +36.8% | +17.4% |
| 6M | +14.4% | -54.1% | +68.4% | +29.6% |
| YTD | +19.6% | -53.9% | +73.5% | +34.3% |
| 1Y | +33.9% | -64.4% | +98.2% | +56.7% |
| 3Y | +27.1% | -30.2% | +57.3% | +22.2% |
| 5Y | +48.5% | -34.1% | +82.7% | +37.4% |
| 10Y | +126.2% | +342.1% | -215.9% | +23.7% |
| All | +192.3% | +405.9% | -213.5% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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