+182.3%
WWD vs QSR
+40.5%
+141.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.1% |
| 7D | -2.6% | -4.0% | +1.4% | -1.0% |
| 30D | -6.9% | +2.8% | -9.7% | -8.1% |
| 3M | -13.0% | +5.1% | -18.1% | -15.2% |
| 6M | -12.5% | +8.8% | -21.3% | -16.4% |
| YTD | +11.8% | +14.8% | -3.0% | +3.9% |
| 1Y | +41.1% | +25.7% | +15.3% | +25.5% |
| 3Y | +163.1% | +27.5% | +135.5% | +124.5% |
| All | +182.3% | +40.5% | +141.8% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling