+123.7%
WFC vs QSR
+211.0%
-87.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -1.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +0.8% | +5.9% | -5.1% | -1.6% |
| 3M | +9.3% | +10.5% | -1.2% | +4.6% |
| 6M | +10.6% | +7.7% | +2.9% | +6.5% |
| YTD | -4.1% | +16.8% | -20.9% | -11.0% |
| 1Y | +13.6% | +30.9% | -17.3% | +0.1% |
| 3Y | +130.7% | +28.2% | +102.5% | +100.0% |
| 5Y | +126.7% | +45.0% | +81.8% | +83.8% |
| 10Y | +132.1% | +127.3% | +4.8% | +54.3% |
| All | +123.7% | +211.0% | -87.2% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling