+1,328.4%
WDC vs QSR
+25.0%
+1,303.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.4% |
| 7D | +4.4% | -4.7% | +9.1% | +4.7% |
| 30D | +5.3% | +4.3% | +1.0% | +4.9% |
| 3M | -5.9% | +5.4% | -11.4% | -6.6% |
| 6M | +73.2% | +8.2% | +65.1% | +71.0% |
| YTD | +167.8% | +14.1% | +153.7% | +161.0% |
| 1Y | +386.0% | +28.1% | +357.9% | +357.8% |
| All | +1,328.4% | +25.0% | +1,303.4% | +1,221.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling