+52.9%
WAT vs QS
-19.7%
+72.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.7% |
| 7D | -0.7% | +2.2% | -2.9% | -0.9% |
| 30D | -1.0% | -8.1% | +7.1% | -0.3% |
| 3M | +10.9% | -27.0% | +37.9% | +13.1% |
| 6M | +33.2% | -16.4% | +49.6% | +33.8% |
| YTD | +6.1% | -46.4% | +52.4% | +9.9% |
| 1Y | +30.2% | -41.1% | +71.3% | +32.3% |
| 3Y | +52.9% | -18.6% | +71.5% | +40.5% |
| All | +52.9% | -19.7% | +72.6% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling