+35.0%
WAT vs QSR
+28.6%
+6.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.3% | -4.0% | +3.7% | +1.0% |
| 30D | -1.9% | +2.8% | -4.6% | -2.9% |
| 3M | +13.5% | +5.1% | +8.4% | +11.4% |
| 6M | +37.2% | +8.8% | +28.4% | +33.6% |
| YTD | +7.5% | +14.8% | -7.3% | +3.0% |
| 1Y | +35.0% | +25.7% | +9.3% | +23.7% |
| All | +35.0% | +28.6% | +6.4% | +23.7% |
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