+1,004.1%
WDC vs QS
-62.6%
+1,066.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.2% | +0.2% | -4.4% |
| 7D | +12.1% | -14.0% | +26.1% | +14.0% |
| 30D | -18.8% | -6.4% | -12.4% | -18.2% |
| 3M | -39.3% | -40.3% | +1.0% | -35.7% |
| 6M | -40.1% | -57.5% | +17.4% | -34.3% |
| YTD | +71.8% | -64.7% | +136.5% | +91.5% |
| 1Y | +88.5% | -72.9% | +161.4% | +115.3% |
| 3Y | +770.0% | -33.5% | +803.4% | +760.7% |
| 5Y | +549.0% | -90.5% | +639.6% | +582.6% |
| All | +1,004.1% | -62.6% | +1,066.7% | +1,065.6% |
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