-18.0%
WBD vs QSR
+206.0%
-224.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | +3.9% | +5.7% | -1.8% | +1.6% |
| 3M | +5.1% | +6.9% | -1.9% | +2.0% |
| 6M | +0.6% | +6.9% | -6.3% | -2.8% |
| YTD | -3.2% | +14.9% | -18.1% | -9.4% |
| 1Y | +127.7% | +29.1% | +98.5% | +102.4% |
| 3Y | +146.6% | +26.1% | +120.4% | +119.4% |
| 5Y | +4.2% | +42.3% | -38.1% | -12.3% |
| 10Y | +13.7% | +134.0% | -120.3% | -24.6% |
| All | -18.0% | +206.0% | -224.0% | -51.2% |
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 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