+133.1%
QSR vs WU
-39.1%
+172.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -4.0% | -3.5% | -0.5% | -3.0% |
| 30D | +2.8% | -2.9% | +5.7% | +3.6% |
| 3M | +5.1% | -2.3% | +7.4% | +4.5% |
| 6M | +8.8% | -25.4% | +34.2% | +17.2% |
| YTD | +14.8% | -21.2% | +36.0% | +21.4% |
| 1Y | +25.7% | -8.9% | +34.6% | +26.2% |
| 3Y | +27.5% | -29.0% | +56.5% | +36.1% |
| 5Y | +41.3% | -50.7% | +92.0% | +68.1% |
| All | +133.1% | -39.1% | +172.2% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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