+128.3%
WFC vs QS
-74.8%
+203.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.6% | +8.6% | +2.5% |
| 7D | +0.4% | -4.2% | +4.7% | +0.8% |
| 30D | +2.5% | -15.7% | +18.1% | +3.8% |
| 3M | +10.0% | -28.7% | +38.7% | +12.5% |
| 6M | +15.1% | -23.2% | +38.3% | +16.2% |
| YTD | -2.2% | -49.9% | +47.7% | +2.2% |
| 1Y | +13.5% | -38.8% | +52.3% | +14.9% |
| 3Y | +135.2% | -24.0% | +159.2% | +116.5% |
| 5Y | +128.3% | -75.6% | +203.9% | +122.1% |
| All | +128.3% | -74.8% | +203.1% | +122.1% |
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