+637.1%
WWD vs QSR
+211.0%
+426.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -0.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -6.4% | +5.9% | -12.4% | -9.5% |
| 3M | -5.6% | +10.5% | -16.1% | -11.1% |
| 6M | -9.1% | +7.7% | -16.8% | -13.7% |
| YTD | +12.5% | +16.8% | -4.3% | +1.7% |
| 1Y | +41.3% | +30.9% | +10.5% | +19.7% |
| 3Y | +170.2% | +28.2% | +142.0% | +125.1% |
| 5Y | +192.5% | +45.0% | +147.5% | +123.9% |
| 10Y | +476.9% | +127.3% | +349.6% | +240.0% |
| All | +637.1% | +211.0% | +426.1% | +290.3% |
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 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