+305.3%
WFC vs QS
-62.6%
+367.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +0.6% |
| 7D | +2.5% | -14.0% | +16.5% | +3.3% |
| 30D | +7.0% | -6.4% | +13.4% | +7.3% |
| 3M | -1.8% | -40.3% | +38.5% | +0.8% |
| 6M | +18.4% | -57.5% | +75.9% | +23.2% |
| YTD | -5.6% | -64.7% | +59.1% | -1.1% |
| 1Y | +3.9% | -72.9% | +76.8% | +10.3% |
| 3Y | +126.3% | -33.5% | +159.8% | +118.8% |
| 5Y | +91.1% | -90.5% | +181.6% | +92.0% |
| All | +305.3% | -62.6% | +367.9% | +293.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling