-47.7%
QS vs BWA
+93.8%
-141.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.2% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | -18.3% | -5.5% | -12.8% | -14.9% |
| 3M | -26.0% | -7.6% | -18.4% | -21.8% |
| 6M | -24.0% | +25.0% | -49.0% | -34.9% |
| YTD | -50.3% | +47.0% | -97.2% | -63.9% |
| 1Y | -38.0% | +54.0% | -92.0% | -57.0% |
| 3Y | -24.6% | +70.7% | -95.3% | -53.7% |
| 5Y | -75.4% | +86.7% | -162.1% | -86.0% |
| All | -47.7% | +93.8% | -141.5% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling