+3.9%
WFC vs QS
-74.4%
+78.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +0.7% |
| 7D | +2.5% | -14.0% | +16.5% | +3.5% |
| 30D | +7.0% | -6.4% | +13.4% | +7.4% |
| 3M | -1.8% | -40.3% | +38.5% | +0.7% |
| 6M | +18.4% | -57.5% | +75.9% | +23.1% |
| YTD | -5.6% | -64.7% | +59.1% | +0.1% |
| 1Y | +3.9% | -72.9% | +76.8% | +15.7% |
| All | +3.9% | -74.4% | +78.3% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling