+505.8%
WM vs QSR
+210.7%
+295.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -0.5% | +3.9% | -4.3% | -1.4% |
| 30D | +13.3% | +9.3% | +4.0% | +10.9% |
| 3M | +4.4% | +5.9% | -1.5% | +2.8% |
| 6M | +10.8% | -1.0% | +11.8% | +10.9% |
| YTD | +9.1% | +16.7% | -7.6% | +4.7% |
| 1Y | +19.1% | +18.6% | +0.5% | +13.9% |
| 3Y | +45.7% | +25.4% | +20.3% | +35.8% |
| 5Y | +60.4% | +59.0% | +1.4% | +40.0% |
| 10Y | +328.7% | +130.4% | +198.3% | +237.5% |
| All | +505.8% | +210.7% | +295.1% | +351.1% |
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