-4.1%
WAT vs QS
-74.8%
+70.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.6% | +7.1% | +1.1% |
| 7D | -1.8% | -4.2% | +2.4% | -1.4% |
| 30D | -1.7% | -15.7% | +14.0% | -0.2% |
| 3M | +9.1% | -28.7% | +37.8% | +11.9% |
| 6M | +32.4% | -23.2% | +55.7% | +34.2% |
| YTD | +6.6% | -49.9% | +56.5% | +11.9% |
| 1Y | +34.7% | -38.8% | +73.5% | +36.7% |
| 3Y | +53.6% | -24.0% | +77.6% | +40.8% |
| 5Y | -4.1% | -75.6% | +71.5% | -9.8% |
| All | -4.1% | -74.8% | +70.7% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling