+164.9%
WAB vs QSR
+25.0%
+139.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.2% | -4.7% | +4.5% | +0.9% |
| 30D | -5.9% | +4.3% | -10.2% | -6.9% |
| 3M | +9.4% | +5.4% | +3.9% | +7.6% |
| 6M | +13.8% | +8.2% | +5.7% | +10.9% |
| YTD | +31.8% | +14.1% | +17.6% | +26.0% |
| 1Y | +48.5% | +28.1% | +20.4% | +37.0% |
| All | +164.9% | +25.0% | +139.9% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling