+1,394.6%
WDC vs QS
-25.4%
+1,420.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.6% | +7.7% | +2.2% |
| 7D | +7.5% | -4.2% | +11.7% | +8.2% |
| 30D | +10.1% | -15.7% | +25.7% | +13.2% |
| 3M | -6.8% | -28.7% | +21.9% | -1.5% |
| 6M | +84.1% | -23.2% | +107.4% | +92.8% |
| YTD | +180.3% | -49.9% | +230.2% | +209.7% |
| 1Y | +411.1% | -38.8% | +449.9% | +449.9% |
| All | +1,394.6% | -25.4% | +1,420.0% | +1,348.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling