+143.3%
WM vs QS
-62.6%
+205.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.0% | -0.1% |
| 7D | +3.2% | -14.0% | +17.2% | +3.2% |
| 30D | +13.0% | -6.4% | +19.4% | +13.0% |
| 3M | +9.2% | -40.3% | +49.5% | +9.2% |
| 6M | +13.6% | -57.5% | +71.1% | +13.7% |
| YTD | +12.4% | -64.7% | +77.1% | +12.5% |
| 1Y | +21.2% | -72.9% | +94.1% | +21.4% |
| 3Y | +48.7% | -33.5% | +82.1% | +47.3% |
| 5Y | +61.9% | -90.5% | +152.4% | +60.5% |
| All | +143.3% | -62.6% | +205.9% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling