+36.6%
WAT vs QSR
+33.2%
+3.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | +2.4% | -3.7% | -2.0% |
| 30D | +2.3% | +7.6% | -5.3% | -0.3% |
| 3M | +8.7% | +12.6% | -3.9% | +4.0% |
| 6M | +28.3% | +14.4% | +13.9% | +22.7% |
| YTD | +7.8% | +19.6% | -11.8% | +1.5% |
| 1Y | +36.6% | +33.9% | +2.7% | +21.4% |
| All | +36.6% | +33.2% | +3.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling