+458.3%
WM vs QSR
+218.5%
+239.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +2.4% | -2.7% | -0.9% |
| 30D | -2.4% | +7.6% | -10.0% | -4.2% |
| 3M | +0.4% | +12.6% | -12.2% | -2.5% |
| 6M | -9.5% | +14.4% | -23.9% | -12.5% |
| YTD | +0.5% | +19.6% | -19.1% | -4.0% |
| 1Y | -1.1% | +33.9% | -35.0% | -8.2% |
| 3Y | +46.0% | +27.1% | +18.9% | +35.7% |
| 5Y | +51.8% | +48.5% | +3.3% | +34.6% |
| 10Y | +307.5% | +126.2% | +181.3% | +221.3% |
| All | +458.3% | +218.5% | +239.7% | +313.5% |
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