+90.5%
WFC vs QS
-90.0%
+180.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.8% | +0.6% |
| 7D | +1.7% | -5.6% | +7.3% | +2.2% |
| 30D | +6.8% | -5.8% | +12.7% | +7.2% |
| 3M | -3.0% | -39.2% | +36.2% | +1.0% |
| 6M | +15.4% | -53.9% | +69.3% | +22.1% |
| YTD | -5.9% | -62.8% | +56.9% | +0.8% |
| 1Y | +1.7% | -73.5% | +75.2% | +12.2% |
| 3Y | +124.9% | -29.1% | +154.0% | +105.2% |
| 5Y | +90.5% | -90.0% | +180.5% | +124.4% |
| All | +90.5% | -90.0% | +180.5% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling