+206.9%
WEC vs QSR
+211.0%
-4.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +1.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +0.3% | +5.9% | -5.6% | -0.7% |
| 3M | -2.9% | +10.5% | -13.4% | -4.6% |
| 6M | -5.9% | +7.7% | -13.6% | -7.3% |
| YTD | +4.1% | +16.8% | -12.6% | +1.1% |
| 1Y | +3.1% | +30.9% | -27.7% | -2.0% |
| 3Y | +40.8% | +28.2% | +12.6% | +33.4% |
| 5Y | +31.7% | +45.0% | -13.3% | +21.5% |
| 10Y | +141.1% | +127.3% | +13.8% | +102.9% |
| All | +206.9% | +211.0% | -4.1% | +147.4% |
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