+11.4%
WBD vs QSR
+135.2%
-123.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -0.7% | -4.0% | +3.3% | +0.8% |
| 30D | +1.4% | +2.8% | -1.3% | +0.2% |
| 3M | +4.4% | +5.1% | -0.7% | +1.9% |
| 6M | +0.8% | +8.8% | -8.0% | -3.4% |
| YTD | -2.7% | +14.8% | -17.5% | -9.2% |
| 1Y | +73.4% | +25.7% | +47.7% | +55.0% |
| 3Y | +142.1% | +27.5% | +114.6% | +113.7% |
| 5Y | +7.2% | +41.3% | -34.0% | -10.3% |
| All | +11.4% | +135.2% | -123.8% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling