-71.3%
QS vs BWA
+17.4%
-88.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.5% | +10.1% | +8.9% |
| 7D | +4.5% | -9.9% | +14.4% | +10.3% |
| 30D | -4.1% | -16.4% | +12.2% | +5.4% |
| 3M | -22.1% | -19.8% | -2.3% | -12.5% |
| 6M | -38.4% | -10.0% | -28.4% | -32.2% |
| YTD | -57.5% | +12.7% | -70.2% | -60.8% |
| 1Y | -71.3% | +15.7% | -87.0% | -73.8% |
| All | -71.3% | +17.4% | -88.7% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling