+261.1%
WAT vs QSR
+218.5%
+42.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | +2.4% | -3.7% | -2.1% |
| 30D | +2.3% | +7.6% | -5.3% | -0.3% |
| 3M | +8.7% | +12.6% | -3.9% | +4.1% |
| 6M | +28.3% | +14.4% | +13.9% | +22.2% |
| YTD | +7.8% | +19.6% | -11.8% | +0.9% |
| 1Y | +36.6% | +33.9% | +2.7% | +22.9% |
| 3Y | +45.7% | +27.1% | +18.6% | +32.4% |
| 5Y | -3.3% | +48.5% | -51.9% | -17.2% |
| 10Y | +162.1% | +126.2% | +35.9% | +89.5% |
| All | +261.1% | +218.5% | +42.6% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling