+265.5%
WPM vs QSR
+25.8%
+239.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -0.6% | -4.0% | +3.4% | +0.4% |
| 30D | +14.4% | +2.8% | +11.7% | +13.9% |
| 3M | +37.0% | +5.1% | +31.9% | +35.5% |
| 6M | +4.1% | +8.8% | -4.7% | +1.4% |
| YTD | +31.7% | +14.8% | +16.9% | +26.3% |
| 1Y | +44.2% | +25.7% | +18.4% | +34.5% |
| 3Y | +265.5% | +27.5% | +238.0% | +239.2% |
| All | +265.5% | +25.8% | +239.7% | +239.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling