+601.7%
WDC vs QSR
+211.0%
+390.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +3.3% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | +9.9% | +5.9% | +4.0% | +6.7% |
| 3M | -9.4% | +10.5% | -19.9% | -14.9% |
| 6M | +94.7% | +7.7% | +87.0% | +84.2% |
| YTD | +177.4% | +16.8% | +160.6% | +149.6% |
| 1Y | +412.6% | +30.9% | +381.7% | +331.5% |
| 3Y | +1,359.8% | +28.2% | +1,331.6% | +1,103.0% |
| 5Y | +992.6% | +45.0% | +947.6% | +724.5% |
| 10Y | +1,245.5% | +127.3% | +1,118.2% | +654.9% |
| All | +601.7% | +211.0% | +390.8% | +244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling