+143.5%
WM vs QS
-60.6%
+204.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.8% | +9.4% | +1.6% |
| 7D | +1.2% | -5.6% | +6.8% | +1.2% |
| 30D | +15.2% | -5.8% | +21.1% | +15.2% |
| 3M | +8.3% | -39.2% | +47.5% | +8.3% |
| 6M | +13.1% | -53.9% | +67.1% | +13.2% |
| YTD | +12.5% | -62.8% | +75.3% | +12.6% |
| 1Y | +21.8% | -73.5% | +95.3% | +22.0% |
| 3Y | +48.8% | -29.1% | +77.8% | +47.4% |
| 5Y | +62.1% | -90.0% | +152.1% | +60.7% |
| All | +143.5% | -60.6% | +204.1% | +148.6% |
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