+1,621.3%
WDC vs QS
-47.4%
+1,668.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.3% |
| 7D | +4.4% | -5.0% | +9.4% | +5.0% |
| 30D | +5.3% | -18.3% | +23.6% | +7.6% |
| 3M | -5.9% | -26.0% | +20.1% | -2.8% |
| 6M | +73.2% | -24.0% | +97.3% | +78.6% |
| YTD | +167.8% | -50.3% | +218.1% | +187.5% |
| 1Y | +386.0% | -38.0% | +424.0% | +407.9% |
| 3Y | +1,309.7% | -24.6% | +1,334.3% | +1,264.5% |
| 5Y | +957.1% | -75.4% | +1,032.5% | +952.3% |
| All | +1,621.3% | -47.4% | +1,668.8% | +1,649.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling