+1,645.2%
WDC vs QS
-44.4%
+1,689.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.8% |
| 7D | +1.7% | -2.3% | +4.1% | +2.0% |
| 30D | -10.0% | -0.7% | -9.2% | -10.1% |
| 3M | -18.8% | -39.6% | +20.9% | -14.2% |
| 6M | +79.0% | -21.7% | +100.7% | +84.0% |
| YTD | +171.6% | -47.4% | +219.0% | +189.7% |
| 1Y | +417.4% | -28.4% | +445.8% | +432.2% |
| 3Y | +1,251.8% | -22.6% | +1,274.4% | +1,203.7% |
| 5Y | +911.7% | -75.6% | +987.3% | +902.6% |
| All | +1,645.2% | -44.4% | +1,689.5% | +1,662.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling