-29.8%
QS vs BWA
+64.3%
-94.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.5% |
| 7D | -5.6% | +7.3% | -12.9% | -9.7% |
| 30D | -5.8% | -15.8% | +10.0% | +5.0% |
| 3M | -39.2% | -25.7% | -13.4% | -26.6% |
| 6M | -53.9% | -19.6% | -34.3% | -46.8% |
| YTD | -62.8% | +14.1% | -76.8% | -66.8% |
| 1Y | -73.5% | +12.2% | -85.7% | -76.1% |
| All | -29.8% | +64.3% | -94.1% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling