+120.5%
WAT vs QS
-54.8%
+175.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | +3.4% | +8.0% | -4.6% | +3.0% |
| 30D | +9.6% | -2.8% | +12.5% | +9.7% |
| 3M | +15.5% | -28.1% | +43.6% | +17.3% |
| 6M | +33.9% | -41.0% | +74.9% | +36.7% |
| YTD | +25.2% | -57.3% | +82.5% | +29.4% |
| 1Y | +26.3% | -72.7% | +98.9% | +33.3% |
| 3Y | +85.8% | -18.6% | +104.5% | +79.4% |
| 5Y | +35.3% | -87.0% | +122.3% | +32.3% |
| All | +120.5% | -54.8% | +175.3% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling