+482.1%
WWD vs QSR
+135.2%
+346.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.0% |
| 7D | -2.6% | -4.0% | +1.4% | -0.3% |
| 30D | -6.9% | +2.8% | -9.7% | -8.6% |
| 3M | -13.0% | +5.1% | -18.1% | -16.1% |
| 6M | -12.5% | +8.8% | -21.3% | -17.8% |
| YTD | +11.8% | +14.8% | -3.0% | +1.2% |
| 1Y | +41.1% | +25.7% | +15.3% | +20.6% |
| 3Y | +163.1% | +27.5% | +135.5% | +115.4% |
| 5Y | +187.6% | +41.3% | +146.4% | +116.9% |
| All | +482.1% | +135.2% | +346.9% | +230.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling