+114.3%
WAT vs QS
-60.6%
+174.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.8% | +6.0% | -1.4% |
| 7D | +2.0% | -5.6% | +7.6% | +2.3% |
| 30D | +7.7% | -5.8% | +13.5% | +8.0% |
| 3M | +11.1% | -39.2% | +50.3% | +13.7% |
| 6M | +31.2% | -53.9% | +85.1% | +35.7% |
| YTD | +21.7% | -62.8% | +84.4% | +26.7% |
| 1Y | +19.3% | -73.5% | +92.8% | +26.2% |
| 3Y | +80.6% | -29.1% | +109.7% | +75.6% |
| 5Y | +29.5% | -90.0% | +119.5% | +27.5% |
| All | +114.3% | -60.6% | +174.9% | +124.6% |
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