+504.9%
WM vs QSR
+211.4%
+293.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | +1.2% | +7.3% | -6.1% | -0.5% |
| 30D | +13.1% | +11.9% | +1.2% | +10.0% |
| 3M | +3.6% | +7.5% | -3.9% | +1.7% |
| 6M | +8.1% | +2.5% | +5.6% | +7.2% |
| YTD | +8.9% | +17.0% | -8.0% | +4.5% |
| 1Y | +20.3% | +18.1% | +2.2% | +15.1% |
| 3Y | +46.2% | +28.6% | +17.5% | +35.4% |
| 5Y | +59.9% | +55.8% | +4.1% | +40.2% |
| 10Y | +345.6% | +140.5% | +205.1% | +248.0% |
| All | +504.9% | +211.4% | +293.5% | +350.2% |
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