+27.3%
WBD vs QS
-43.2%
+70.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -0.7% | +2.2% | -2.9% | -1.0% |
| 30D | +5.0% | -8.1% | +13.1% | +6.0% |
| 3M | +6.2% | -27.0% | +33.3% | +9.6% |
| 6M | +0.6% | -16.4% | +17.1% | +1.2% |
| YTD | -2.4% | -46.4% | +43.9% | +3.3% |
| 1Y | +127.7% | -41.1% | +168.8% | +133.8% |
| 3Y | +148.4% | -18.6% | +167.0% | +127.8% |
| 5Y | +4.2% | -73.0% | +77.3% | -0.4% |
| All | +27.3% | -43.2% | +70.5% | +17.5% |
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