+525.5%
GWW vs QSR
+205.8%
+319.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -3.4% | -4.0% | +0.6% | -2.2% |
| 30D | -1.9% | +2.8% | -4.7% | -2.8% |
| 3M | -2.4% | +5.1% | -7.5% | -4.1% |
| 6M | +15.7% | +8.8% | +6.9% | +12.2% |
| YTD | +27.6% | +14.8% | +12.8% | +21.7% |
| 1Y | +27.2% | +25.7% | +1.5% | +17.8% |
| 3Y | +89.7% | +27.5% | +62.1% | +72.5% |
| 5Y | +223.9% | +41.3% | +182.7% | +183.2% |
| 10Y | +567.1% | +133.8% | +433.3% | +393.1% |
| All | +525.5% | +205.8% | +319.8% | +331.4% |
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