+991.6%
WDC vs QS
-74.8%
+1,066.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.6% | +7.7% | +2.3% |
| 7D | +7.5% | -4.2% | +11.7% | +8.3% |
| 30D | +10.1% | -15.7% | +25.7% | +13.3% |
| 3M | -6.8% | -28.7% | +21.9% | -1.2% |
| 6M | +84.1% | -23.2% | +107.4% | +92.8% |
| YTD | +180.3% | -49.9% | +230.2% | +213.2% |
| 1Y | +411.1% | -38.8% | +449.9% | +446.8% |
| 3Y | +1,375.0% | -24.0% | +1,399.0% | +1,260.3% |
| 5Y | +991.6% | -75.6% | +1,067.2% | +1,004.3% |
| All | +991.6% | -74.8% | +1,066.4% | +1,004.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling