+89.3%
WAT vs QS
-46.4%
+135.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.6% |
| 7D | -0.3% | -3.6% | +3.4% | -0.1% |
| 30D | -1.9% | -17.2% | +15.4% | -1.0% |
| 3M | +13.5% | -27.0% | +40.5% | +14.9% |
| 6M | +37.2% | -24.6% | +61.8% | +38.4% |
| YTD | +7.5% | -49.3% | +56.8% | +10.3% |
| 1Y | +35.0% | -40.3% | +75.3% | +36.6% |
| 3Y | +55.1% | -23.8% | +78.9% | +49.8% |
| 5Y | -2.8% | -75.0% | +72.1% | -5.5% |
| All | +89.3% | -46.4% | +135.7% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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