+310.4%
WM vs QSR
+126.5%
+183.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -1.2% | -2.4% | +1.2% | -0.6% |
| 30D | -4.5% | +5.7% | -10.2% | -5.9% |
| 3M | -2.2% | +6.9% | -9.1% | -4.0% |
| 6M | -11.5% | +6.9% | -18.3% | -13.1% |
| YTD | -0.7% | +14.9% | -15.6% | -4.4% |
| 1Y | +0.3% | +29.1% | -28.8% | -6.3% |
| 3Y | +44.2% | +26.1% | +18.1% | +33.6% |
| 5Y | +51.6% | +42.3% | +9.3% | +34.8% |
| 10Y | +310.4% | +134.0% | +176.5% | +226.6% |
| All | +310.4% | +126.5% | +183.9% | +226.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling