+122.9%
WFC vs QSR
+40.5%
+82.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +0.4% | -4.0% | +4.4% | +1.6% |
| 30D | +1.5% | +2.8% | -1.2% | +0.6% |
| 3M | +10.2% | +5.1% | +5.1% | +8.2% |
| 6M | +18.8% | +8.8% | +10.0% | +14.8% |
| YTD | -1.5% | +14.8% | -16.4% | -6.8% |
| 1Y | +13.5% | +25.7% | -12.2% | +3.7% |
| 3Y | +135.0% | +27.5% | +107.4% | +105.7% |
| All | +122.9% | +40.5% | +82.4% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling