-3.6%
WY vs QSR
+205.8%
-209.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -4.2% | -4.0% | -0.2% | -2.2% |
| 30D | -10.1% | +2.8% | -12.8% | -11.4% |
| 3M | -8.5% | +5.1% | -13.6% | -11.1% |
| 6M | -3.3% | +8.8% | -12.1% | -8.1% |
| YTD | -4.4% | +14.8% | -19.2% | -12.0% |
| 1Y | -11.5% | +25.7% | -37.2% | -22.6% |
| 3Y | -24.3% | +27.5% | -51.8% | -35.9% |
| 5Y | -21.3% | +41.3% | -62.6% | -38.1% |
| 10Y | +7.0% | +133.8% | -126.8% | -36.5% |
| All | -3.6% | +205.8% | -209.3% | -46.7% |
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