+773.0%
WPM vs QSR
+206.0%
+567.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +3.9% | -2.4% | +6.2% | +4.3% |
| 30D | +17.7% | +5.7% | +12.0% | +16.5% |
| 3M | +39.4% | +6.9% | +32.5% | +37.7% |
| 6M | +6.4% | +6.9% | -0.4% | +4.8% |
| YTD | +34.0% | +14.9% | +19.1% | +30.0% |
| 1Y | +50.5% | +29.1% | +21.4% | +42.8% |
| 3Y | +280.3% | +26.1% | +254.2% | +260.6% |
| 5Y | +266.3% | +42.3% | +224.0% | +238.9% |
| 10Y | +550.8% | +134.0% | +416.8% | +431.1% |
| All | +773.0% | +206.0% | +567.0% | +608.8% |
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