+57.0%
WEC vs QS
-62.6%
+119.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +0.9% |
| 7D | +2.3% | -14.0% | +16.3% | +2.3% |
| 30D | +11.1% | -6.4% | +17.4% | +11.0% |
| 3M | +8.4% | -40.3% | +48.7% | +8.3% |
| 6M | +7.5% | -57.5% | +65.0% | +7.3% |
| YTD | +15.3% | -64.7% | +80.0% | +15.0% |
| 1Y | +9.7% | -72.9% | +82.6% | +9.4% |
| 3Y | +64.7% | -33.5% | +98.1% | +64.8% |
| 5Y | +57.3% | -90.5% | +147.8% | +54.4% |
| All | +57.0% | -62.6% | +119.7% | +57.9% |
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