-24.7%
QS vs BWA
+67.1%
-91.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.7% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -15.7% | -5.6% | -10.1% | -12.8% |
| 3M | -28.7% | -10.7% | -18.0% | -23.8% |
| 6M | -23.2% | +23.2% | -46.4% | -30.6% |
| YTD | -49.9% | +46.0% | -95.9% | -60.3% |
| 1Y | -38.8% | +51.2% | -90.0% | -52.9% |
| All | -24.7% | +67.1% | -91.8% | -50.6% |
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