+1,188.5%
WDC vs QSR
+135.2%
+1,053.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -4.3% | -4.0% | -0.3% | -2.4% |
| 30D | -1.5% | +2.8% | -4.2% | -3.0% |
| 3M | -15.5% | +5.1% | -20.6% | -18.7% |
| 6M | +66.5% | +8.8% | +57.7% | +56.4% |
| YTD | +159.9% | +14.8% | +145.0% | +135.1% |
| 1Y | +366.0% | +25.7% | +340.2% | +298.7% |
| 3Y | +1,285.8% | +27.5% | +1,258.3% | +1,034.7% |
| 5Y | +925.6% | +41.3% | +884.3% | +673.9% |
| All | +1,188.5% | +135.2% | +1,053.4% | +666.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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