+292.2%
WAB vs QSR
+135.2%
+157.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.8% |
| 7D | +0.1% | -4.0% | +4.1% | +2.0% |
| 30D | -4.1% | +2.8% | -6.8% | -5.4% |
| 3M | +8.2% | +5.1% | +3.1% | +5.2% |
| 6M | +15.4% | +8.8% | +6.6% | +9.9% |
| YTD | +33.1% | +14.8% | +18.3% | +23.2% |
| 1Y | +48.1% | +25.7% | +22.3% | +30.9% |
| 3Y | +167.7% | +27.5% | +140.2% | +129.4% |
| 5Y | +225.7% | +41.3% | +184.5% | +161.7% |
| All | +292.2% | +135.2% | +157.1% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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