-75.6%
QS vs BWA
+89.5%
-165.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.5% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -15.7% | -5.6% | -10.1% | -11.9% |
| 3M | -28.7% | -10.7% | -18.0% | -22.4% |
| 6M | -23.2% | +23.2% | -46.4% | -34.2% |
| YTD | -49.9% | +46.0% | -95.9% | -64.3% |
| 1Y | -38.8% | +51.2% | -90.0% | -58.1% |
| 3Y | -24.0% | +69.6% | -93.6% | -54.9% |
| 5Y | -75.6% | +86.6% | -162.2% | -87.0% |
| All | -75.6% | +89.5% | -165.1% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling