+190.1%
QSR vs WSM
+708.1%
-518.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -4.7% | +0.4% | -5.1% | -4.8% |
| 30D | +4.3% | -10.7% | +15.0% | +6.7% |
| 3M | +5.4% | +8.5% | -3.0% | +3.5% |
| 6M | +8.2% | +19.6% | -11.5% | +3.7% |
| YTD | +14.1% | +26.6% | -12.5% | +7.8% |
| 1Y | +28.1% | +12.0% | +16.2% | +23.8% |
| 3Y | +25.3% | +226.6% | -201.4% | -9.6% |
| 5Y | +40.4% | +174.1% | -133.7% | +1.2% |
| 10Y | +132.4% | +1,052.9% | -920.6% | -3.9% |
| All | +190.1% | +708.1% | -518.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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